Robert Wood

affiliation not provided to SSRN

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The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders

Financial Review, Vol. 49, Issue 3, pp. 481-509, 2014
Number of pages: 29 Posted: 26 Jul 2014
Tom McInish, James Upson and Robert Wood
University of Memphis, University of Texas at El Paso and affiliation not provided to SSRN
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Abstract:

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flash crash, intermarket sweep orders, market quality, regulation NMS