[Elsevier] High frequency trading and extreme price movements

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journalㄩJournal of Financial Economics

AuthorsㄩJonathan Brogaard; Allen Carrion; Thibaut Moyaert; Ryan Riordan; Andriy Shkilko; Konstantin Sokolov

Published dateㄩ2018-5-

DOIㄩ10.1016/j.jfineco.2018.02.002

PDF linkㄩhttps://www.sciencedirect.com/sc ... 304405X18300278/pdf

Article linkㄩhttps://doi.org/10.1016/j.jfineco.2018.02.002

Article SourceㄩElsevier BV


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