Hidden and fast liquidity: Hidden orders and high-frequency trading
Year of publication: |
2020
|
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Authors: | Lenczewski, Martins Carlos Jorge |
Published in: |
Financial Internet Quarterly. - Warsaw : Sciendo, ISSN 2719-3454. - Vol. 16.2020, 1, p. 27-35
|
Publisher: |
Warsaw : Sciendo |
Subject: | Limit book | hidden orders | High-Frequency Trading |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.2478/fiqf-2020-0004 [DOI] 1694274411 [GVK] hdl:10419/266836 [Handle] |
Classification: | D40 - Market Structure and Pricing. General ; D53 - Financial Markets ; G19 - General Financial Markets. Other |
Source: |
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Hidden and fast liquidity : hidden orders and high-frequency trading
Lenczewski, Martins Carlos Jorge, (2020)
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Eisberge voraus! Verborgene Liquidität in einem offenen Orderbuch
Schlag, Christian, (2006)
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Algorithmic and high-frequency trading strategies : a literature review
Mandes, Alexandru, (2016)
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Hidden and fast liquidity : hidden orders and high-frequency trading
Lenczewski, Martins Carlos Jorge, (2020)
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