Profitability and liquidity provision of HFTs during large price shocks : does relative tick size matter?
Masahiro Yamada
| Year of publication: |
2022
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|---|---|
| Authors: | Yamada, Masahiro |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 1, p. 1-10
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| Subject: | High-frequency trading | Equity market | Large price shock | Relative tick size | Aktienmarkt | Stock market | Börsenkurs | Share price | Liquidität | Liquidity | Elektronisches Handelssystem | Electronic trading | Schock | Shock | Geld-Brief-Spanne | Bid-ask spread | Rentabilität | Profitability | Handelsvolumen der Börse | Trading volume |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102308 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013341407