Price impact and bursts in liquidity provision
R. Gençay, S. Mahmoodzadeh, J. Rojček and M. C. Tseng
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Gençay, Ramazan ; Mahmoodzadeh, S. ; Rojček, Jakub ; Tseng, M. C. |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 7, p. 1129-1148
|
| Subject: | Price impact | Burst | High-frequency trading | Market quality | Adverse selection | Adverse Selektion | Theorie | Theory | Börsenkurs | Share price | Elektronisches Handelssystem | Electronic trading | Liquidität | Liquidity | Wertpapierhandel | Securities trading | Aktienmarkt | Stock market | Volatilität | Volatility | Geld-Brief-Spanne | Bid-ask spread | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2017.1420209 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011911529