The impact of automation and high frequency trading on market quality
Year of publication: |
2012
|
---|---|
Authors: | Litzenberger, Robert H. ; Castura, Jeff ; Gorelick, Richard |
Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1367, ZDB-ID 2533628-9. - Vol. 4.2012, p. 59-98
|
Subject: | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread | Liquidität | Liquidity | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | USA | United States | 2006-2011 |
-
The Impacts of Automation and High Frequency Trading on Market Quality
Litzenberger, Robert H., (2015)
-
High-frequency trading : a literature review
Virgilio, Gianluca Piero Maria, (2019)
-
Price impact and bursts in liquidity provision
Gençay, Ramazan, (2018)
- More ...
-
The Impacts of Automation and High Frequency Trading on Market Quality
Litzenberger, Robert H., (2015)
-
The Impacts of Automation and High Frequency Trading on Market Quality
Litzenberger, Robert, (2012)
-
LEVERAGE, DIVERSIFICATION AND CAPITAL MARKET EFFECTS ON A RISK‐ADJUSTED CAPITAL BUDGETING FRAMEWORK
Tuttle, Donald L., (1968)
- More ...