Market making with alpha signals
Álvaro Cartea, Yixuan Wang
| Year of publication: |
2020
|
|---|---|
| Authors: | Cartea, Álvaro ; Wang, Yixuan |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 23.2020, 3, p. 1-26
|
| Subject: | Market making | alpha signal | high-frequency trading | momentum trading | order flow | adverse selection | latent alpha | Adverse Selektion | Adverse selection | Signalling | Portfolio-Management | Portfolio selection | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Börsenmakler | Stockbrokers |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024920500168 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012270989