Unfiltered market access and liquidity : evidence from the SEC Rule 15c3-5
Bidisha Chakrabarty, Pankaj K. Jain, Andriy Shkilko, Konstantin Sokolov
| Year of publication: |
2021
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|---|---|
| Authors: | Chakrabarty, Bidisha ; Jain, Pankaj K. ; Shkilko, Andriy ; Sokolov, Konstantin |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 2, p. 1183-1198
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| Subject: | liquidity | unfiltered market access | picking off risk | latency-sensitive trading | Schätzung | Estimation | Großbritannien | United Kingdom | Real-Business-Cycle-Theorie | Real business cycle model | Offene Volkswirtschaft | Open economy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2019.3466 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012505403