Liquidity risk, speculative trade, and the optimal latency of financial markets : conference paper
Year of publication: |
2014
|
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Authors: | Fricke, Daniel ; Gerig, Austin |
Published in: | |
Publisher: |
[Kiel : ZBW |
Subject: | call auctions | clearing frequency | co-location | high-frequency trading | latency | liquidity | Finanzmarkt | Financial market | Elektronisches Handelssystem | Electronic trading | Spekulation | Speculation | Wertpapierhandel | Securities trading | Liquidität | Liquidity | Auktionstheorie | Auction theory | Marktliquidität | Market liquidity | Handelsvolumen der Börse | Trading volume |
Extent: | Online-Ressource (26 S.) graph. Darst. |
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Conferences: | Jahrestagung des Vereins für Socialpolitik: Evidenzbasierte Wirtschaftspolitik ; 2014 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Konferenzschrift ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/100402 [Handle] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G10 - General Financial Markets. General ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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