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The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders
McInish, Tom, Upson, James, Wood, Robert A.Volume:
49
Langue:
english
Journal:
Financial Review
DOI:
10.1111/fire.12047
Date:
August, 2014
Fichier:
PDF, 423 KB
english, 2014