A Descriptive Study of High-Frequency Trade and Quote Option Data
Year of publication: |
2020
|
---|---|
Authors: | Andersen, Torben G. |
Other Persons: | Archakov, Ilya (contributor) ; Grund, Leon Eric (contributor) ; Hautsch, Nikolaus (contributor) ; Li, Yifan (contributor) ; Nasekin, Sergey (contributor) ; Nolte, Ingmar (contributor) ; Pham, Manh Cuong (contributor) ; Taylor, Stephen J. (contributor) ; Todorov, Viktor (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Market microstructure | Theorie | Theory | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (80 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 21, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3446690 [DOI] |
Classification: | c55 ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Liquidity and Price Discovery of Algorithmic Trading : An Intraday Analysis of the SPI 200 Futures
Prodromou, Tina, (2014)
-
Does Algorithmic Trading Deter Information Acquisition?
Weller, Brian, (2018)
-
High-Frequency Trading and its Impact on Market Liquidity : A Review of Literature
Ersan, Oguz, (2021)
- More ...
-
A descriptive study of high-frequency trade and quote option data
Andersen, Torben, (2021)
-
Li, Yifan, (2021)
-
Local Mispricing and Microstructural Noise : A Parametric Perspective
Andersen, Torben G., (2020)
- More ...