The optimal strategies of competitive high-frequency traders and effects on market liquidity
Hengshun Ge, Haijun Yang, John A. Doukas
| Year of publication: |
2024
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|---|---|
| Authors: | Ge, Hengshun ; Yang, Haijun ; Doukas, John A. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 91.2024, p. 653-679
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| Subject: | Bid-ask spread | Forex market | High-frequency trading | Market liquidity | Optimal strategy | Geld-Brief-Spanne | Elektronisches Handelssystem | Electronic trading | Theorie | Theory | Liquidität | Liquidity | Marktliquidität | Devisenmarkt | Foreign exchange market | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.01.064 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014492246