High frequency trading and extreme price movements
Jonathan Brogaard, Allen Carrion, Thibaut Moyaert, Ryan Riordan, Andriy Shkilko, Konstantin Sokolov
| Year of publication: |
May 2018
|
|---|---|
| Authors: | Brogaard, Jonathan ; Carrion, Allen ; Moyaert, Thibaut ; Riordan, Ryan ; Shkilko, Andriy ; Sokolov, Konstantin |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 128.2018, 2, p. 253-265
|
| Subject: | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Volatilität | Volatility | Marktliquidität | Market liquidity | USA | United States | 2008-2009 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2018.02.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011971047