Judgment day: algorithmic trading around the Swiss franc cap removal
Francis Breedon, Louisa Chen, Angelo Ranaldo, Nicholas Vause
| Year of publication: |
July 2019
|
|---|---|
| Authors: | Breedon, Francis J. ; Chen, Louisa ; Ranaldo, Angelo ; Vause, Nicholas |
| Publisher: |
St. Gallen : School of Finance, University of St. Gallen |
| Subject: | Algorithmic trading | Swiss franc | market liquidity | price efficiency | central bank intervention | Schweizer Franken | Schweiz | Switzerland | Wechselkurspolitik | Exchange rate policy | Elektronisches Handelssystem | Electronic trading | Marktliquidität | Market liquidity | Wertpapierhandel | Securities trading | Frankreich | France | Wechselkurs | Exchange rate | Deutschland | Germany | Marktmikrostruktur | Market microstructure |
freely available
| Extent: | 1 Online-Ressource (circa 46 Seiten) Illustrationen |
|---|---|
| Series: | Working papers on finance. - Sankt Gallen : [Verlag nicht ermittelbar], ZDB-ID 2252526-9. - Vol. no. 2019, 12 |
| 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/10012101494