Trade-time clustering
Year of publication: |
2023
|
---|---|
Authors: | Black, Jeffrey R. ; Jain, Pankaj K. ; Sun, Wei |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 60.2023, 3, p. 1209-1242
|
Subject: | High frequency trading | Trade concentration | Trade-time clustering | Trading cost | Regionales Cluster | Regional cluster | Elektronisches Handelssystem | Electronic trading | Internationale Wirtschaft | International economy | Clusteranalyse | Cluster analysis | Transaktionskosten | Transaction costs | Unternehmenskonzentration | Market concentration | Börsenkurs | Share price |
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