High-Frequency Market Making : Liquidity Provision, Adverse Selection, and Competition
Year of publication: |
2018
|
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Authors: | Bellia, Mario |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Adverse Selektion | Adverse selection | Theorie | Theory | Liquidität | Liquidity | Geld-Brief-Spanne | Bid-ask spread | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Wettbewerb | Competition |
Extent: | 1 Online-Ressource (70 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 15, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3074313 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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