Detecting toxic flow

Quantitative Finance 2026 Open access

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Authors: Álvaro Cartea, Gerardo Duràn-Martín, Leandro Sánchez-Betancourt
DOI: 10.1080/14697688.2026.2619539
Cited by: 0
References: 25

Fields of Study & Subjects

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

Publication details

Journal / source
Quantitative Finance
Volume
26
Issue
4
Pages
541–561
Publication date
11 February 2026
Language
EN