Microstructure in the Machine Age
    Published Date 
  
  
    Copyright 2021
  
  
    ISBN 14657368
  
   
    DOI 10.1093/rfs/hhaa078
  
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      Copy CitationDavid Easley, Marcos López de Prado, Maureen O’Hara, and Zhibai Zhang, Big Data: Long-Term Implications for Financial Markets and Firms (The Review of Financial Studies volume 34, issue 7, July 2021, 2021), https://www.nber.org/books-and-chapters/big-data-long-term-implications-financial-markets-and-firms/microstructure-machine-age.
 
     
    