Ultra-fast activity and intraday market quality

Author: 

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

Publication Date: 

February 2019

Journal: 

JOURNAL OF BANKING & FINANCE

Last Updated: 

2019-11-20T20:33:01.553+00:00

Volume: 

99

DOI: 

10.1016/j.jbankfin.2018.12.003

page: 

157-181

Symplectic id: 

731991

Download URL: 

Submitted to ORA: 

Not Submitted

Publication Type: 

Journal Article