Dark Trading at the Midpoint : Pricing Rules, Order Flow, and High Frequency Liquidity Provision
Year of publication: |
2015
|
---|---|
Authors: | Bartlett, Robert P. |
Other Persons: | McCrary, Justin (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Liquidität | Liquidity | Elektronisches Handelssystem | Electronic trading | Theorie | Theory | Marktliquidität | Market liquidity | Wertpapierhandel | Securities trading | Schätzung | Estimation | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Handelsvolumen der Börse | Trading volume |
Extent: | 1 Online-Ressource (59 p) |
---|---|
Series: | NBER Working Paper ; No. w21286 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 2015 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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