Latency, liquidity and price discovery
Year of publication: |
2012
|
---|---|
Authors: | Riordan, Ryan ; Storkenmaier, Andreas |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 15.2012, 4, p. 416-437
|
Subject: | Liquidity | Latency | Execution speed | Exchange systems | Price discovery | Liquidität | Börsenkurs | Share price | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity | Theorie | Theory |
-
Lee, Tomy, (2019)
-
Multiple markets, algorithmic trading, and market liquidity
Upson, James, (2017)
-
Algorithmic trading, liquidity, and price discovery : an intraday analysis of the SPI 200 futures
Viljoen, Tina, (2014)
- More ...
-
Public information arrival: Price discovery and liquidity in electronic limit order markets
Riordan, Ryan, (2013)
-
International stock market comovement and news
Höchstötter, Markus, (2014)
-
The effect of automated trading on market quality : evidence from the New York stock exchange
Storkenmaier, Andreas, (2009)
- More ...