Algorithmic trading, liquidity, and price discovery : an intraday analysis of the SPI 200 futures
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 | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Liquidität | Liquidity | Börsenkurs | Share price | Marktliquidität | Market liquidity | Australien | Australia | Theorie | Theory | Marktmikrostruktur | Market microstructure | Derivat | Derivative |
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