The effect of algorithmic trading on market liquidity : evidence around earnings announcements on Borsa Italiana
Year of publication: |
October 2017
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Authors: | Frino, Alex ; Mollica, Vito ; Monaco, Eleonora ; Palumbo, Riccardo |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 45.2017, p. 82-90
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Subject: | Algorithmic traders | Market liquidity | Earnings announcements | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Marktliquidität | Elektronisches Handelssystem | Electronic trading | Anlageverhalten | Behavioural finance | Gewinn | Profit | Liquidität | Liquidity | Gewinnprognose | Earnings announcement | Geld-Brief-Spanne | Bid-ask spread | Wertpapierhandel | Securities trading | Insiderhandel | Insider trading |
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