Algorithmic trading, liquidity, and price discovery : an intraday analysis of the SPI 200 futures
Tina Viljoen; P. Joakim Westerholm; Hui Zheng
| Year of publication: |
2014
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|---|---|
| Authors: | Viljoen, Tina ; Westerholm, P. Joakim ; Zheng, Hui |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 49.2014, 2, p. 245-270
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| Subject: | algorithmic trading | futures markets | market liquidity | price discovery | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Derivat | Derivative | Börsenkurs | Share price | Liquidität | Liquidity | Marktliquidität | Market liquidity | Deutschland | Germany | Australien | Australia | Marktmikrostruktur | Market microstructure | Index-Futures | Index futures |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010363593