High-frequency trading in the stock market and the costs of option market making
Mahendrarajah Nimalendran, Khaladdin Rzayev, Satchit Sagade
| Year of publication: |
[2021]
|
|---|---|
| Authors: | Nimalendran, Mahendrarajah ; Rzayev, Khaladdin ; Sagade, Satchit |
| Publisher: |
[London] : [LSE Financial Markets Group] |
| Subject: | market microstructure | high-frequency trading | options market-making | hedging | liquidity | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Market microstructure | Optionsgeschäft | Option trading | Hedging | Aktienmarkt | Stock market | Geld-Brief-Spanne | Bid-ask spread |
freely available
| Extent: | 1 Online-Ressource (circa 63 Seiten) |
|---|---|
| Series: | Discussion paper / LSE Financial Markets Group. - London : [Verlag nicht ermittelbar], ISSN 0956-8549, ZDB-ID 2240655-4. - Vol. [DP 847] SRC discussion paper ; no 113 (December 2021) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012818340