1. The flash crash: High frequency trading in an electronic market;Andrei Kirilenko;The Journal of Finance,2017
2. Do high-frequency traders anticipate buying and selling pressure?;Nicholas Hirschey;Management Science,2021
3. Back-running: Seeking and hiding fundamental information in order flows;Liyan Yang;The Review of Financial Studies,2020
4. Order anticipation around predictable trades;Mehmet Sa?lam;Financial Management,2020