Phantom liquidity and high-frequency quoting
Jesse Blocher, Rick Cooper, Jonathan Seddon, and Ben Van Vliet
| Year of publication: |
2018
|
|---|---|
| Authors: | Blocher, Jesse ; Cooper, Rick ; Seddon, Jonathan ; Van Vliet, Benjamin |
| Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 13.2018, 4, p. 119-128
|
| Subject: | Liquidität | Liquidity | Marktliquidität | Market liquidity | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Theorie | Theory | Geld-Brief-Spanne | Bid-ask spread | Marktmikrostruktur | Market microstructure | Handelsvolumen der Börse | Trading volume |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012017521