High-Frequency Trading and Extreme Price Movements

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High-Frequency Trading and Extreme Price Movements

Brogaard, Jonathan, Riordan, Ryan, Shkilko, Andriy, Sokolov, Konstantin
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2531122
File:
PDF, 254 KB
english, 2014
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