Does algorithmic trading harm liquidity? : evidence from Brazil
Henrique Pinto Ramos, Marcelo Scherer Perlin
| Year of publication: |
2020
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|---|---|
| Authors: | Ramos, Henrique Pinto ; Perlin, Marcelo Scherer |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 54.2020, p. 1-18
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| Subject: | Algorithmic trading | Commonality in liquidity | Liquidity | Spreads | Brasilien | Brazil | Elektronisches Handelssystem | Electronic trading | Liquidität | Marktliquidität | Market liquidity | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101243 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012664485