Journal of Financial Markets
Vol. 17
2014
VPIN and the flash crash
Torben G.
Andersen1,2,3,4;
Oleg
Bondarenko5
1 Northwestern University · 2 National Bureau of Economic Research · 3 Aarhus University · 4 Kellogg's (Canada) · 5 University of Illinois Chicago
open access
- DOI
- 10.1016/j.finmar.2013.05.005
- Volume
- 17
- Pages
- 1-46
- Language
- en
- Sources
-
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openalex
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