Foreign exchange markets with Last Look
Year of publication: |
2019
|
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Authors: | Cartea, Álvaro ; Jaimungal, Sebastian ; Walton, Jamie |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 13.2019, 1, p. 1-30
|
Subject: | Algorithmic trading | Foreign exchange | High-frequency trading | Last Look | Latency arbitrage | Low latency traders | Spamming | Spraying | Stale quotes | Devisenmarkt | Foreign exchange market | Elektronisches Handelssystem | Electronic trading | Anlageverhalten | Behavioural finance | Arbitrage | Wechselkurs | Exchange rate | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Schätzung | Estimation |
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