High frequency trading, liquidity, and execution cost
Edward W. Sun; Timm Kruse; Min-Teh Yu
| Year of publication: |
2014
|
|---|---|
| Authors: | Sun, Edward W. ; Kruse, Timm ; Yu, Min-Teh |
| Published in: |
Annals of operations research ; 223. - New York, NY : Springer. - 2014, p. 403-432
|
| Subject: | Elektronisches Handelssystem | Electronic trading | Transaktionskosten | Transaction costs | Liquidität | Liquidity | Marktliquidität | Market liquidity | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread | Wertpapierhandel | Securities trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010471936