Market making with inventory control and order book information
E. Donatoni, S. Paterlini and F. Bazzana
| Year of publication: |
2022
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|---|---|
| Authors: | Donatoni, Enrico ; Paterlini, Sandra ; Bazzana, Flavio |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 3, p. 597-610
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| Subject: | Algorithmic trading | Fintech | High-frequency trading | Initial public offerings | Underwriter | Elektronisches Handelssystem | Electronic trading | Börsengang | Initial public offering | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread | Marktmikrostruktur | Market microstructure | Emissionsgeschäft | Underwriting business | Börsenmakler | Stockbrokers | Lagerhaltungsmodell | Inventory model | Finanztechnologie | Financial technology |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2028888 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013167784