Throttling hyperactive robots - Message to trade ratios at the Oslo Stock Exchange
Year of publication: |
2014-02-18
|
---|---|
Authors: | Jørgensen, Kjell ; Skjeltorp, Johannes Atle ; Ødegaard, Bernt Arne |
Institutions: | Handelshøgskolen, Universitetet i Stavanger |
Subject: | High Frequency Trading | Regulation | Message to Trade Ratio | Order to Trade Ratio |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series UiS Working Papers in Economics and Finance Number 2014/3 48 pages |
Classification: | G10 - General Financial Markets. General ; G20 - Financial Institutions and Services. General |
Source: |
-
Sunshine Trading: Flashes of Trading Intent at the Nasdaq
Skjeltorp, Johannes A., (2011)
-
Nutassey, Victoria Abena, (2023)
-
Tick size regulation and sub-penny trading
Buti, Sabrina, (2013)
- More ...
-
Throttling hyperactive robots : order-to-trade ratios at the Oslo Stock Exchange
Jørgensen, Kjell, (2018)
-
A market microstructure approach to cross-market spillovers
Jørgensen, Kjell, (2010)
-
Empirics of the Oslo Stock Exchange. Ownership results 1980-2009
Ødegaard, Bernt Arne, (2012)
- More ...