The information content of high-frequency traders aggressive orders : recent evidence
Pamela Saliba
| Year of publication: |
2020
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|---|---|
| Authors: | Saliba, Pamela |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 11, p. 1779-1794
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| Subject: | Aggressive orders | Asymmetric information | High-frequency trading | Market microstructure | Mean reversion | Price formation | Price impact | Price profile | Trend following | Börsenkurs | Share price | Marktmikrostruktur | Asymmetrische Information | Elektronisches Handelssystem | Electronic trading | Informationswert | Information value | Anlageverhalten | Behavioural finance | Theorie | Theory | Börse | Bourse |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1748700 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012295637