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.