Are High-Frequency Traders Anticipating the Order Flow? Cross-Venue Evidence from the UK Market
Year of publication: |
2017
|
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Authors: | Aquilina, Matteo |
Other Persons: | Ysusi, Carla (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Börsenkurs | Share price | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Market microstructure | Großbritannien | United Kingdom | Theorie | Theory |
Extent: | 1 Online-Ressource (39 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: FCA Occasional Paper No. 16 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 21, 2016 erstellt |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G18 - Government Policy and Regulation ; L1 - Market Structure, Firm Strategy, and Market Performance |
Source: | ECONIS - Online Catalogue of the ZBW |
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