From PIN to VPIN: An introduction to order flow toxicity | The Spanish Review of Financial Economics

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From PIN to VPIN: An introduction to order flow toxicity

David Abada,

Corresponding author

goliat@ua.es

Corresponding author.

, José Yagüeb

a Universidad de Alicante, Dpto. Economía Financiera y Contabilidad, Facultad de Ciencias Económicas y Empresariales, Ctra. San Vicente, s/n, 03690 San Vicente del Raspeig (Alicante), Spain

b Universidad de Murcia, Dpto. Organización de Empresas y Finanzas, Facultad de Economía y Empresa, Campus de Espinardo, s/n, 30100 Murcia, Spain

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ISSN: 21731268
Original language: English

DOI:10.1016/j.srfe.2012.10.002

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2013 August	60	25	85
2013 July	61	30	91
2013 June	28	12	40
2013 May	28	14	42
2013 April	39	21	60
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