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Sunshine Trading: Flashes of Trading Intent at the NASDAQ

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  • Johannes A. Skjeltorp

    (Norges Bank)

  • Elvira Sojli

    (Erasmus University Rotterdam, Duisenberg school of finance)

  • Wing Wah Tham

    (Erasmus University Rotterdam)

Abstract

We use the introduction and the subsequent removal of the

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Bibliographic Info

Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 12-141/IV/DSF47.

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Date of creation: 12 Dec 2012
Date of revision:
Handle: RePEc:dgr:uvatin:20120141

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Web page: http://www.tinbergen.nl

Related research

Keywords: Actionable Indication of Interest (IOI); Flash orders; High-frequency Trading;

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References

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Cited by:
  1. Hoffmann, Peter, 2012. "A dynamic limit order market with fast and slow traders," MPRA Paper 39855, University Library of Munich, Germany.

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