Microstructure in the Machine Age

David Easley, Marcos López de Prado, Maureen O’Hara and Zhibai Zhang

A chapter in Big Data: Long-Term Implications for Financial Markets and Firms, 2021, pp 3316-3363 from National Bureau of Economic Research, Inc

JEL-codes: C02 C58 E44 G14 G19 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (14)

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