Clustering of trade prices by high-frequency and non-high-frequency trading firms
Ryan L. Davis; Bonnie F. Van Ness; Robert A. Van Ness
| Year of publication: |
2014
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|---|---|
| Authors: | Davis, Ryan L. ; Van Ness, Bonnie F. ; Van Ness, Robert A. |
| 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. 421-433
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| Subject: | high-frequency trading | price clustering | NASDAQ | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Regionales Cluster | Regional cluster | Handelsvolumen der Börse | Trading volume | Clusteranalyse | Cluster analysis |
| 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/10010363570