Doi.org/10.1016/j.finmar.2012.10.001
Target ArticleEdit
VPIN and the flash crash ; Torben G Andersen Oleg Bondarenko; NULL; 10/30/2012; https://doi.org/10.1016/j.finmar.2012.10.001
ReasonsEdit
Note: Reasons not yet here included, but you are welcome to insert this information whenever you wish.