Order consolidation, price efficiency, and extreme liquidity shocks.

Bibliografiska uppgifter
I publikationen:	Journal of financial and quantitative analysis V.43, 1-4 (2008).
Huvudupphovsman:	Barclay, Michael J.
Materialtyp:	Artikel
Språk:	English
Ämnen:	Liquidity (Finance) Order flow (Securities) Program trading (Securities) Stock exchanges. Stock transfer. Securities trading.