A dynamic limit order market with fast and slow traders
Year of publication: |
2013
|
---|---|
Authors: | Hoffmann, Peter |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | High-frequency trading | limit order market |
Series: | ECB Working Paper ; 1526 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 752213008 [GVK] hdl:10419/153959 [Handle] RePEc:ecb:ecbwps:20131526 [RePEc] |
Classification: | G19 - General Financial Markets. Other ; C72 - Noncooperative Games ; D62 - Externalities |
Source: |
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