High frequency trading and fragility
Year of publication: |
2017
|
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Authors: | Cespa, Giovanni ; Vives, Xavier |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | asymmetric information | flash crash | high frequency trading | market fragmentation |
Series: | ECB Working Paper ; 2020 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-2742-0 |
Other identifiers: | 10.2866/414021 [DOI] 884821765 [GVK] hdl:10419/154453 [Handle] RePEc:ecb:ecbwps:20172020 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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High frequency trading and fragility
Cespa, Giovanni, (2016)
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High Frequency Trading and Fragility
Cespa, Giovanni, (2016)
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High frequency trading and fragility
Cespa, Giovanni, (2017)
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High Frequency Trading and Fragility
Cespa, Giovanni, (2016)
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Exchange Competition, Entry, and Welfare
Cespa, Giovanni, (2018)
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Dynamic trading and asset prices : Keynes vs. Hayek
Cespa, Giovanni, (2009)
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