Multiple markets, algorithmic trading, and market liquidity
Year of publication: |
January 2017
|
---|---|
Authors: | Upson, James ; Van Ness, Robert A. |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 32.2017, p. 49-68
|
Subject: | Algorithmic traders | High-frequency traders | HFT | Market liquidity | Intraday liquidity | Latency | Elektronisches Handelssystem | Electronic trading | Marktliquidität | Liquidität | Liquidity | Wertpapierhandel | Securities trading | Theorie | Theory | Handelsvolumen der Börse | Trading volume | Anlageverhalten | Behavioural finance | Volatilität | Volatility | Finanzmarkt | Financial market | Börsenkurs | Share price | Aktienmarkt | Stock market |
-
High-frequency trading and stock liquidity : an intraday analysis
Ben Ammar, Imen, (2020)
-
High frequency traders in a simulated market
Hanson, Thomas A., (2016)
-
Price dynamics and market liquidity : an intraday event study on Euronext
Mazza, Paolo, (2015)
- More ...
-
Multiple Markets, Algorithmic Trading, and Market Liquidity
Upson, James, (2016)
-
The information content of trading halts
Jiang, Christine X., (2009)
-
McInish, Thomas H., (2014)
- More ...