Frequent batch auction versus continuous time auction under order cancellation and maker-taker fee
Hengshun Ge, Haijun Yang
| Year of publication: |
2025
|
|---|---|
| Authors: | Ge, Hengshun ; Yang, Haijun |
| Subject: | frequent batch auction | high-frequency traders | market design | market policy | market quality | optimal strategy | Auktionstheorie | Auction theory | Auktion | Auction | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2929 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015337899