Ultra-fast activity and intraday market quality

Author: 

CARTEA, A
Payne, R
Penalva, J
Tapia, M

Publication Date: 

1 February 2019

Journal: 

Journal of Banking & Finance

Last Updated: 

2020-07-04T01:08:05.02+01:00

Volume: 

99

DOI: 

10.1016/j.jbankfin.2018.12.003

page: 

157-181

Symplectic id: 

731991

Submitted to ORA: 

Submitted

Publication Type: 

Journal Article