Does high-frequency trading increase systemic risk?
Pankaj K. Jain, Pawan Jain, Thomas H. McInish
| Year of publication: |
November 2016
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|---|---|
| Authors: | Jain, Pankaj K. ; Jain, Pawan ; McInish, Thomas H. |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 31.2016, p. 1-24
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| Subject: | High-frequency trading | Liquidity | Correlation | Systemic risk | Arrowhead | CoVaR | Elektronisches Handelssystem | Electronic trading | Systemrisiko | Liquidität | Korrelation | Volatilität | Volatility | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2016.09.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011722257