Torben M. Andersen

Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence

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Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence. / Andersen, Torben M.; Bondarenko, Oleg.

I: Review of Finance, Bind 19, Nr. 1, 2015.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avisTidsskriftartikelForskningpeer review

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@article{d72b685c1f1847beac36ec6f3c8a17b7,
title = "Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence",
author = "Andersen, {Torben M.} and Oleg Bondarenko",
year = "2015",
doi = "10.1093/rof/rfu041",
language = "English",
volume = "19",
journal = "Review of Finance (Print)",
issn = "1572-3097",
publisher = "Oxford University Press",
number = "1",

}

RIS

TY - JOUR

T1 - Assessing Measures of Order Flow Toxicity and Early Warning Signals for Market Turbulence

AU - Andersen, Torben M.

AU - Bondarenko, Oleg

PY - 2015

Y1 - 2015

U2 - 10.1093/rof/rfu041

DO - 10.1093/rof/rfu041

M3 - Journal article

VL - 19

JO - Review of Finance (Print)

JF - Review of Finance (Print)

SN - 1572-3097

IS - 1

ER -