Foreign exchange markets with Last Look
Álvaro Cartea, Sebastian Jaimungal, Jamie Walton
| Year of publication: |
2019
|
|---|---|
| Authors: | Cartea, Álvaro ; Jaimungal, Sebastian ; Walton, Jamie |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 13.2019, 1, p. 1-30
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| Subject: | Algorithmic trading | Foreign exchange | High-frequency trading | Last Look | Latency arbitrage | Low latency traders | Spamming | Spraying | Stale quotes | Devisenmarkt | Foreign exchange market | Elektronisches Handelssystem | Electronic trading | Arbitrage | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Volatilität | Volatility | Geld-Brief-Spanne | Bid-ask spread | Spekulation | Speculation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-018-0218-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012055750