Does public latency influence market quality? : an analysis of pre-trade transparency at the Taiwan futures exchange
Ming-Chang Wang, Lee-Young Cheng, Chien-Chuan Ko, Pang-Ying Chou
| Year of publication: |
2018
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|---|---|
| Authors: | Wang, Ming-Chang ; Cheng, Lee-Young ; Ko, Chien-Chuan ; Chou, Pang-Ying |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 70.2018, p. 227-240
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| Subject: | Algorithmic trading | Millisecond trading environment | Pre-trade transparency | Public latency | Refresh interval | Taiwan | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Market microstructure | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2018.05.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012035046