High frequency trading and extreme price movements
| Autor: | Brogaard, Jonathan, Carrion, Allen, Moyaert, Thibaut, Riordan, Ryan, Shkilko, Andriy, Sokolov, Konstantin |
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| Zdroj: | In Journal of Financial Economics May 2018 128(2):253-265 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect