Impact of Algorithmic Trading on Speed of Adjustment to New Information : Evidence from Interest Rate Derivatives
Year of publication: |
2020
|
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Authors: | Zhou, Ivy |
Other Persons: | Garcia, Michael (contributor) ; Frino, Alex (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Zinsderivat | Interest rate derivative | Derivat | Derivative | Elektronisches Handelssystem | Electronic trading |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 11, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3540637 [DOI] |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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