Retraction notices

VPIN and the flash crash

Type

Retraction

Notice date

4/1/2013 0:00

Journal

Journal of Financial Markets

Publisher

Elsevier

Notice DOI

10.1016/j.finmar.2012.10.001

Original paper DOI

10.1016/j.finmar.2012.10.001

Reasons

• Notice - Limited or No Information
• Objections by Author(s)
• Objections by Third Party

Matching venue names

Name match only, not an authoritative journal identifier.

• Journal of Financial Markets