Competition among liquidity providers with access to high-frequency trading technology
Year of publication: |
2021
|
---|---|
Authors: | Bongaerts, Dion ; Van Achter, Mark |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 140.2021, 1, p. 220-249
|
Subject: | Adverse selection | Informed trading | Latency | Liquidity | Trading technology | Adverse Selektion | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Theorie | Theory | Liquidität | Asymmetrische Information | Asymmetric information |
-
Automation, speed, and stock market quality : the NYSE's Hybrid
Hendershott, Terrence, (2011)
-
Limit order book (LOB) shape modeling in presence of heterogeneously informed market participants
Drame, Mouhamad, (2019)
-
Enhancing trading strategies with order book signals
Cartea, Álvaro, (2018)
- More ...
-
Trading Speed Competition : Can the Arms Race Go Too Far?
Bongaerts, Dion, (2016)
-
Competition among Liquidity Providers with Access to High-Frequency Trading Technology
Bongaerts, Dion, (2020)
-
Circuit breakers and market runs
Bongaerts, Dion, (2024)
- More ...