High-frequency market making : liquidity provision, adverse selection, and competition
Year of publication: |
2018
|
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Authors: | Bellia, Mario |
Published in: |
Essays on empirical market microstructure and high frequency data. - Frankfurt am Main. - 2018, p. 48-94
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Subject: | Adverse Selektion | Adverse selection | Theorie | Theory | Liquidität | Liquidity | Geld-Brief-Spanne | Bid-ask spread | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Wettbewerb | Competition |
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