Order-to-trade ratios and market liquidity
Year of publication: |
2015
|
---|---|
Authors: | Friederich, Sylvain ; Payne, Richard |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 50.2015, p. 214-223
|
Subject: | High-Frequency Trading | Order-to-trade ratios | Limit order trading | Computerized trading | Italian Stock Exchange | Börse | Bourse | Elektronisches Handelssystem | Electronic trading | Aktienmarkt | Stock market | Italien | Italy | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Schätzung | Estimation |
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