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Original Articles

Predicting a flash crash in the yen/dollar foreign exchange market

References

  • Aldridge, I. 2014. “High-Frequency Runs and Flash-Crash Predictability.” The Journal of Portfolio Management 40: 113–123. doi:10.3905/jpm.2014.40.3.113.
  • Easley, D., M. López De Prado, and M. O’Hara. 2012. “Flow Toxicity and Liquidity in a High-Frequency World.” Review of Financial Studies 25: 1457–1493. doi:10.1093/rfs/hhs053.
  • Easley, D., M. López De Prado, and M. O’Hara. 2016. “Discerning Information from Trade Data.” Journal of Financial Economics 120: 269–285. doi:10.1016/j.jfineco.2016.01.018.
  • Evans, M. D. D., and R. K. Lyons. 2002. “Order Flow and Exchange Rate Dynamics.” Journal of Political Economy 110: 170–180. doi:10.1086/324391.

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