Liquidity and Price Discovery in Exchange-Traded Funds: One of Several Possible Lessons from the Flash Crash
Borkovec, Milan, Domowitz, Ian, Serbin, Vitaly, Yegerman, HenryVolume:
1
Language:
english
Journal:
The Journal of Index Investing
DOI:
10.3905/jii.2010.1.2.024
Date:
September, 2010
File:
PDF, 1.42 MB
english, 2010