High frequency market making during stressed periods
Ke Xu
| Year of publication: |
2023
|
|---|---|
| Authors: | Xu, Ke |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 87.2023, p. 379-397
|
| Subject: | Adverse selection | High frequency trading | Market making | Price discrimination | Speed limit policy | Adverse Selektion | Volatilität | Volatility | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Preisdifferenzierung |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472358