The behavior of high-frequency traders under different market stress scenarios
Nicolas Megarbane, Pamela Saliba, Charles-Albert Lehalle, Mathieu Rosenbaum
| Year of publication: |
2017
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|---|---|
| Authors: | Megarbane, Nicolas ; Saliba, Pamela ; Lehalle, Charles-Albert ; Rosenbaum, Mathieu |
| Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 3.2017, 3/4, p. 1-54
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| Subject: | Regulation | high frequency trading | volatility | market microstructure | market making | brexit | liquidity | aggressive orders | market stress | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Volatilität | Volatility | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Börsenhandel | Stock exchange trading | Liquidität | Liquidity | Brexit | Anlageverhalten | Behavioural finance | Marktliquidität | Market liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2382626618500053 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011988891