High-frequency quoting : short-term volatility in bids and offers
Year of publication: |
April 2018
|
---|---|
Authors: | Hasbrouck, Joel |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 53.2018, 2, p. 613-641
|
Subject: | High-frequency trading | high-frequency quoting | Edgeworth cycles | mixed strategies | Volatilität | Volatility | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure |
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