Order-flow segmentation, liquidity, and price discovery : the role of latency delays
Year of publication: |
2020
|
---|---|
Authors: | Brolley, Michael ; Cimon, David A. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 55.2020, 8, p. 2555-2587
|
Subject: | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Zeit | Time | Kapitalmarkttheorie | Financial economics |
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