High frequency trading and extreme price movements

MLA

UCL - SSH/IMMAQ/LFIN - Louvain Finance, et al. “High Frequency Trading and Extreme Price Movements.” Journal of Financial Economics, Vol. 128, No.2, p. 253-265 (2018), 2018. EBSCOhost, widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsoai&AN=edsoai.on1130453442&authtype=sso&custid=ns315887.

APA

UCL - SSH/IMMAQ/LFIN - Louvain Finance, Brogaard, J., Carrion, A., Moyaert, T., Riordan, R., Shkilko, A., & Sokolov, K. (2018). High frequency trading and extreme price movements. Journal of Financial Economics, Vol. 128, No.2, p. 253-265 (2018).

Chicago

UCL - SSH/IMMAQ/LFIN - Louvain Finance, Jonathan Brogaard, Allen Carrion, Thibaut Moyaert, Ryan Riordan, Andriy Shkilko, and Konstantin Sokolov. 2018. “High Frequency Trading and Extreme Price Movements.” Journal of Financial Economics, Vol. 128, No.2, p. 253-265 (2018). http://widgets.ebscohost.com/prod/customlink/proxify/proxify.php?count=1&encode=0&proxy=&find_1=&replace_1=&target=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&scope=site&db=edsoai&AN=edsoai.on1130453442&authtype=sso&custid=ns315887.