Journal of Financial Markets
Vol. 17
2014
VPIN and the Flash Crash: A rejoinder
David
Easley1;
Marcos M.
López de Prado;
Maureen
O’Hara
1 Cornell University
- DOI
- 10.1016/j.finmar.2013.06.007
- Volume
- 17
- Pages
- 47-52
- Language
- en
- Sources
-
crossref
openalex
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