Trade fragmentation and volatility-of-volatility networks
Year of publication: |
2024
|
---|---|
Authors: | Bastidon, Cécile ; Jawadi, Fredj |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 91.2024, Art.-No. 101908, p. 1-22
|
Subject: | Financial networks | Market microstructure | MiFID | Non-linearity | RegNMS | Threshold models | Trades fragmentation | Volatility-of-volatility | Marktmikrostruktur | Wertpapierhandel | Securities trading | Theorie | Theory | Unternehmensnetzwerk | Business network |
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