Phantom liquidity and high-frequency quoting
Year of publication: |
2016
|
---|---|
Authors: | Blocher, Jesse ; Cooper, Rick ; Seddon, Jonathan ; Van Vliet, Benjamin |
Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 11.2016, 3, p. 6-15
|
Subject: | Liquidität | Liquidity | Wertpapierhandel | Securities trading | Theorie | Theory | Marktmikrostruktur | Market microstructure | Elektronisches Handelssystem | Electronic trading | Betriebliche Liquidität | Corporate liquidity | Finanzmarkt | Financial market | Geld-Brief-Spanne | Bid-ask spread |
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