High Frequency Quoting, Trading, and the Efficiency of Prices
Year of publication: |
2014
|
---|---|
Authors: | Conrad, Jennifer S. |
Other Persons: | Wahal, Sunil (contributor) ; Xiang, Jin (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Volatilität | Volatility |
Extent: | 1 Online-Ressource (49 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Economics (JFE), Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 14, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2357122 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
When overconfident traders meet feedback traders
Boco, Hervé, (2016)
-
High frequency trading : strategic competition between slow and fast traders
Boco, Herve, (2020)
-
Market quality and short-selling ban during the COVID-19 pandemic : a high-frequency data approach
Ferreruela, Sandra, (2022)
- More ...
-
High-frequency quoting, trading, and the efficiency of prices
Conrad, Jennifer S., (2015)
-
Institutional trading and alternative trading systems
Conrad, Jennifer S., (2003)
-
Institutional trading and soft dollars
Conrad, Jennifer S., (2001)
- More ...