High-frequency trading and market quality : evidence from account-level futures data
John Coughlan, Alexei G. Orlov
| Year of publication: |
2023
|
|---|---|
| Authors: | Coughlan, John ; Orlov, Alexei G. |
| Subject: | derivatives | futures markets | high-frequency traders | intraday transactions data | market quality | panel estimation | Elektronisches Handelssystem | Electronic trading | Derivat | Derivative | Wertpapierhandel | Securities trading | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis | Futures |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22404 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014339377