Order consolidation, price efficiency, and extreme liquidity shocks.

Dettagli Bibliografici
Pubblicato in:	Journal of financial and quantitative analysis V.43, 1-4 (2008).
Autore principale:	Barclay, Michael J.
Natura:	Articolo
Lingua:	English
Soggetti:	Liquidity (Finance) Order flow (Securities) Program trading (Securities) Stock exchanges. Stock transfer. Securities trading.