The effect of high-frequency market making on option market liquidity
Year of publication: |
2016
|
---|---|
Authors: | Mishra, Suchi ; Daigler, Robert T. ; Holowczak, Richard |
Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 11.2016, 4, p. 56-76
|
Subject: | Optionsgeschäft | Option trading | Elektronisches Handelssystem | Electronic trading | Marktliquidität | Market liquidity | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread | Liquidität | Liquidity | Aktienmarkt | Stock market |
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