Microstructure in the Machine Age

David Easley, Marcos López de Prado, Maureen O’Hara & Zhibai Zhang
Published Date
Copyright 2021
ISBN 14657368
DOI 10.1093/rfs/hhaa078
CONFERENCE HELD March 8, 2019
Book: Big Data: Long-Term Implications for Financial Markets and Firms
Book organizers: Itay Goldstein, Chester S. Spatt & Mao Ye
PUBLISHER: The Review of Financial Studies volume 34, issue 7, July 2021

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