000020546 001__ 20546
000020546 005__ 20170119130201.0
000020546 04107 $$aeng
000020546 046__ $$k2014-09-22
000020546 100__ $$aChertok, A.
000020546 24500 $$aOn order flow toxicity

000020546 24630 $$n11.$$pProceedings of the international conference on numerical analysis and applied mathematics 2014
000020546 260__ $$b
000020546 506__ $$arestricted
000020546 520__ $$2eng$$ahigh-frequency trading, order flow toxicity, order flow toxicity profile, order imbalance, price discovery, two-sided risk process

000020546 540__ $$aText je chráněný podle autorského zákona č. 121/2000 Sb.
000020546 653__ $$a

000020546 7112_ $$aInternational conference on numerical analysis and applied mathematics 2014$$cRhodes (GR)$$d2014-09-22 / 2014-09-28$$gICNAAM2014
000020546 720__ $$aChertok, A.
000020546 8560_ $$ffischerc@itam.cas.cz
000020546 8564_ $$s103761$$uhttps://invenio.itam.cas.cz/record/20546/files/250013_1.pdf$$yOriginal version of the author's contribution as presented on USB, paper 250013_1.pdf.
000020546 962__ $$r20333
000020546 980__ $$aPAPER