Algorithmic trading and market quality : international evidence of the impact of errors in colocation dates
Michael Aitken, Douglas Cumming, Feng Zhan
| Year of publication: |
2023
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|---|---|
| Authors: | Aitken, Michael J. ; Cumming, Douglas J. ; Zhan, Feng |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 151.2023, p. 1-7
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| Subject: | Algorithmic trading | Colocation | High frequency trading | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Marktliquidität | Market liquidity | Volatilität | Volatility | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2023.106843 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463062