Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?
Samarpan Nawn, Ashok Banerjee
| Year of publication: |
2019
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|---|---|
| Authors: | Nawn, Samarpan ; Banerjee, Ashok |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 53.2019, p. 109-125
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| Subject: | HFT | Limit orders | Market manipulation | Quote | Wertpapierhandel | Securities trading | Theorie | Theory | Börsenkurs | Share price | Spekulation | Speculation | Asymmetrische Information | Asymmetric information | Börsenmakler | Stockbrokers | Prinzipal-Agent-Theorie | Agency theory | Börsenhandel | Stock exchange trading | Marktmikrostruktur | Market microstructure | Finanzmarktregulierung | Financial market regulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2019.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012171648