Liquidity effects of trading frequency
Roman Gayduk, Sergey Nadtochiy
| Year of publication: |
2018
|
|---|---|
| Authors: | Gayduk, Roman ; Nadtochiy, Sergey |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 28.2018, 3, p. 839-876
|
| Subject: | conditional tails of Itô processes | continuum-player games | Limit Order Book | liquidity | trading frequency | Theorie | Theory | Wertpapierhandel | Securities trading | Liquidität | Liquidity | Elektronisches Handelssystem | Electronic trading | Marktliquidität | Market liquidity |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12157 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011969081