Algorithmic trading and the market for liquidity
Year of publication: |
2013
|
---|---|
Authors: | Hendershott, Terrence ; Riordan, Ryan |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 48.2013, 4, p. 1001-1024
|
Subject: | Aktienindex | Stock index | Liquidität | Liquidity | Algorithmus | Algorithm | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread | Deutschland | Germany | 2008 |
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