Does algorithmic trading improve liquidity?
Year of publication: |
2008
|
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Authors: | Hendershott, Terrence ; Jones, Charles M. ; Menkveld, Albert J. |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | Wertpapierhandel | Elektronisches Handelssystem | Marktliquidität | Aktienmarkt | Mikrostrukturanalyse | USA | Liquidity | Algorithmic Trading | Microstructure |
Series: | CFS Working Paper ; 2008/41 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 599235055 [GVK] hdl:10419/43255 [Handle] RePEc:zbw:cfswop:200841 [RePEc] |
Classification: | G10 - General Financial Markets. General |
Source: |
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