Flow toxicity and liquidity in a high-frequency world

Review of Financial Studies

Volumn 25, Issue 5, 2012, Pages 1457-1493

  Easley, David ^a   López De Prado, Marcos M ^b,c   O'Hara, Maureen ^d  

^a Department of Obstetrics Gynecology   (United States)

^b Tudor Investment Corporation   (United States)

^c HARVARD UNIVERSITY   (United States)

^d The Samuel Curtis Johnson Graduate School of Management   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84860174848     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhs053     Document Type: Review

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