Profitability and liquidity provision of HFTs during large price shocks : does relative tick size matter?
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
|
Subject: | High-frequency trading | Equity market | Large price shock | Relative tick size | Aktienmarkt | Stock market | Elektronisches Handelssystem | Electronic trading | Schock | Shock | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread | Handelsvolumen der Börse | Trading volume |
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