Judgment day : algorithmic trading around the Swiss franc cap removal
Francis Breedon, Louisa Chen, Angelo Ranaldo, Nicholas Vause
| Year of publication: |
2023
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|---|---|
| Authors: | Breedon, Francis J. ; Chen, Louisa ; Ranaldo, Angelo ; Vause, Nicholas |
| Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 140.2023, p. 1-21
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| 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 | Wertpapierhandel | Securities trading | Frankreich | France | Wechselkurs | Exchange rate | Deutschland | Germany | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jinteco.2022.103713 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014266561