Do algorithmic traders improve liquidity when information asymmetry is high?
Archana Jain, Chinmay Jain, Revansiddha Basavaraj Khanapure
| Year of publication: |
2021
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|---|---|
| Authors: | Jain, Archana ; Jain, Chinmay ; Khanapure, Revansiddha Basavaraj |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 11.2021, 1, p. 1-32
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| Subject: | Algorithmic trading | liquidity | earnings announcement | information asymmetry | Asymmetrische Information | Asymmetric information | Wertpapierhandel | Securities trading | Liquidität | Liquidity | Elektronisches Handelssystem | Electronic trading | Ankündigungseffekt | Announcement effect | Theorie | Theory | Betriebliche Liquidität | Corporate liquidity | Gewinnprognose | Earnings announcement | Börsenkurs | Share price | Marktliquidität | Market liquidity | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010139220500159 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012649846