Price discovery and the cross-section of high-frequency trading
Year of publication: |
September 2016
|
---|---|
Authors: | Benos, Evangelos ; Sagade, Satchit |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 30.2016, p. 54-77
|
Subject: | High-frequency trading | Price discovery | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price |
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