Clustering of Trade Prices by High-Frequency and...

Financial Review 2014 / 05 Vol. 49; Iss. 2

Clustering of Trade Prices by High-Frequency and Non-High-Frequency Trading Firms

Davis, Ryan L., Van Ness, Bonnie F., Van Ness, Robert A.
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Volume:
49
Language:
english
Journal:
Financial Review
DOI:
10.1111/fire.12042
Date:
May, 2014
File:
PDF, 164 KB
english, 2014
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