The optimal bid-ask price strategies of high-frequency trading and the effect on market liquidity
Haijun Yang, Hengshun Ge, Ying Luo
| Year of publication: |
2020
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| Authors: | Yang, Haijun ; Ge, Hengshun ; Luo, Ying |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 53.2020, p. 1-21
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| Subject: | High-frequency trading | Market liquidity | Optimal strategies | Stable bid-ask spread | Geld-Brief-Spanne | Bid-ask spread | Elektronisches Handelssystem | Electronic trading | Theorie | Theory | Liquidität | Liquidity | Marktliquidität | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2020.101194 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012548917