Market versus limit orders of speculative high-frequency traders and price discovery
Jongho Kang, Jangkoo Kang, Kyung Yoon Kwon
| Year of publication: |
2022
|
|---|---|
| Authors: | Kang, Jongho ; Kang, Jangkoo ; Kwon, Kyungyoon |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 63.2022, p. 1-15
|
| Subject: | High-frequency trading | KOSPI 200 futures | Limit order | Market order | Price discovery | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Spekulation | Speculation | Theorie | Theory | Marktmikrostruktur | Market microstructure | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2022.101794 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014248964