Algos gone wild : What drives the extreme order cancellation rates in modern markets?
Marta Khomyn, Tālis J. Putniņš
| Year of publication: |
2021
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|---|---|
| Authors: | Khomyn, Marta ; Putniņš, Tālis J. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 129.2021, p. 1-16
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| Subject: | Order-to-trade ratio | Market fragmentation | Regulation | Liquidity | HFT | Finanzmarktregulierung | Financial market regulation | Finanzkrise | Financial crisis | Welt | World | Marktliquidität | Market liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106170 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012822289