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12-141/IV - Sunshine Trading: Flashes of Trading Intent at the NASDAQ


  • Authors
    Johannes A. Skjeltorp, Norges Bank; Elvira Sojli, Erasmus University Rotterdam, Duisenberg school of finance; Wing Wah Tham, Erasmus University Rotterdam
  • Publication date
    December 12, 2012
  • Keywords
    Actionable Indication of Interest (IOI); Flash orders; High-frequency Trading
  • JEL
    G10; G20; G14.