Price impact of aggressive liquidity provision
Year of publication: |
March 2016
|
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Authors: | Gençay, Ramazan ; Mahmoodzadeh, Soheil ; Rojček, Jakub ; Tseng, Michael C. |
Publisher: |
[Geneva] : Swiss Finance Institute |
Subject: | Price Impact | Burst | High-Frequency Trading | Market Quality | Adverse Selection | Adverse Selektion | Adverse selection | Börsenkurs | Share price | Liquidität | Liquidity | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Geld-Brief-Spanne | Bid-ask spread | Theorie | Theory | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (circa 41 Seiten) Illustrationen |
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Series: | Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. no. 16-21 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | 10.2139/ssrn.2745342 [DOI] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G28 - Government Policy and Regulation ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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