SSRN Electronic Journal · 2012 · 98 citations · 1 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsFinancial RegulationCapital MarketsFinancial RiskLiquidityLiquidity RiskMarket LiquidityMarket RiskFinancial Market FragilityFragmentationLiquidity CrashesLiquidity In Equity MarketsMarket Liquidity RegulationSecurities Market FragmentationStock Market CrashesStock Market Liquidity
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Equilibrium High Frequency Trading
Thierry Foucault, Sophie Moinas, Bruno Biais · SSRN Electronic Journal · 2011 · 75 citations · Full text
Social Sciences, Economics, Finance +13