What is the optimal trading frequency in financial markets?
Year of publication: |
October 2017
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Authors: | Du, Songzi ; Zhu, Haoxiang |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 84.2017, 4, p. 1606-1651
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Subject: | Trading frequency | Allocative efficiency | High-frequency trading | Double auction | Elektronisches Handelssystem | Electronic trading | Finanzmarkt | Financial market | Wertpapierhandel | Securities trading | Auktionstheorie | Auction theory | Allokationseffizienz |
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