Flow Toxicity and Liquidity in a High-frequency World

By David A. Easley, Marcos López de Prado, Maureen O’Hara. 2012

316 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/bb12c8ac40fed925b3ec47e66d48612ede644f7d

Citations in the corpus

• Why Do Individual Investors Disregard Accounting Information? The Roles of Information Awareness and Acquisition Costs (2018, unknown): “sells should be interpreted with caution (Easley et al., 2012; Johnson & So 2017).”