The cost of exposing large institutional orders to electronic liquidity providers
Robert Battalio, Brian Hatch, Mehmet Sağlam
| Year of publication: |
2024
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| Authors: | Battalio, Robert H. ; Hatch, Brian ; Sağlam, Mehmet |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 70.2024, 6, p. 3597-3618
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| Subject: | electronic liquidity providers | high-frequency trading | institutional transaction costs | Transaktionskosten | Transaction costs | Elektronisches Handelssystem | Electronic trading | Liquidität | Liquidity | Wertpapierhandel | Securities trading | Theorie | Theory | Institutioneller Investor | Institutional investor | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2023.4871 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014551922