Author:
Chen Jianqiang,Hsieh Pei-Fang,Yang J. Jimmy
Reference37 articles.
1. An analysis of trade-size clustering and its relation to stealth trading;G J Alexander;Journal of Financial Economics,2007
2. Stealth trading and volatility: Which trades move prices;M J Barclay;Journal of Financial Economics,1993
3. Equilibrium fast trading;B Biais;Journal of Financial Economics,2015
4. High-frequency trading and price discovery;J Brogaard;The Review of Financial Studies,2014