Bid-Ask spread patterns and the optimal timing for discretionary liquidity traders on Xetra
Martin Angerer, Georg Peter, Sebastian Stoeckl, Thomas Wachter, Matthias Bank, Marco Menichetti
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Angerer, Martin ; Peter, Georg ; Stoeckl, Sebastian ; Wachter, Thomas ; Bank, Matthias ; Menichetti, Marco J. |
| Published in: |
Schmalenbach business review : sbr. - Cham : Springer, ISSN 1439-2917, ZDB-ID 2000981-1. - Vol. 70.2018, 3, p. 209-230
|
| Subject: | Intra-day | Bid-ask spread | Liquidity | Timing | Discretionary trader | Geld-Brief-Spanne | Theorie | Theory | Liquidität | Zeit | Time | Wertpapierhandel | Securities trading | Regelbindung versus Diskretion | Rules versus discretion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s41464-018-0049-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011888442