On the different impacts of fixed versus floating bid-ask spreads on an automated intraday stock trading
Alexander Loginov, Malcolm Heywood
| Year of publication: |
2020
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|---|---|
| Authors: | Loginov, Alexander ; Heywood, Malcolm |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 54.2020, p. 1-12
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| Subject: | Bid-ask spread | Genetic programming | Hidden cost | Intraday | NASDAQ | Stock | Geld-Brief-Spanne | Wertpapierhandel | Securities trading | Aktienmarkt | Stock market | Börsenkurs | Share price | Transaktionskosten | Transaction costs |