High-frequency quoting, trading, and the efficiency of prices
Year of publication: |
2015
|
---|---|
Authors: | Conrad, Jennifer S. ; Wahal, Sunil ; Xiang, Jin |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 116.2015, 2, p. 271-291
|
Subject: | High frequency trading | Market microstructure | Market efficiency | Theorie | Theory | Effizienzmarkthypothese | Efficient market hypothesis | Marktmikrostruktur | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Volatilität | Volatility |
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