High frequency trading and end-of-day price dislocation
Year of publication: |
October 2015
|
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Authors: | Aitken, Michael J. ; Cumming, Douglas J. ; Zhan, Feng |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 59.2015, p. 330-349
|
Subject: | High frequency trading | Price dislocation | Manipulation | Elektronisches Handelssystem | Electronic trading | Volatilität | Volatility | Börsenkurs | Share price | Theorie | Theory | Marktliquidität | Market liquidity |
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