The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets
Hiroshi Moriyasu, Marvin Wee, Jing Yu
| Year of publication: |
2018
|
|---|---|
| Authors: | Moriyasu, Hiroshi ; Wee, Marvin ; Yu, Jing |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 49.2018, p. 103-128
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| Subject: | Algorithmic trading | Commonality in liquidity | Liquidity | Market decline | Elektronisches Handelssystem | Electronic trading | Marktliquidität | Market liquidity | Liquidität | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Theorie | Theory | Algorithmus | Algorithm | Aktienmarkt | Stock market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2018.04.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012117677