Message traffic and short-term illiquidity in high-speed markets
David Abad, Magdalena Massot, Samarpan Nawn, Roberto Pascual, José Yagüe
| Year of publication: |
2025
|
|---|---|
| Authors: | Abad Díaz, David ; Perelló, Magdalena Massot ; Nawn, Samarpan ; Pascual, Roberto ; Yagüe Guirao, José |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025643-7. - Vol. 65.2025, Art.-No. 101251, p. 1-17
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| Subject: | Cancellations | HFT | Limit orders | Market orders | Order flow | Toxicity | Wertpapierhandel | Securities trading | Marktliquidität | Market liquidity | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | Börsenhandel | Stock exchange trading | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2024.101251 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015329701