Throttling hyperactive robots - Message to trade ratios at the Oslo Stock Exchange
Year of publication: |
2014-02-18
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Authors: | Jørgensen, Kjell ; Skjeltorp, Johannes Atle ; Ødegaard, Bernt Arne |
Institutions: | Handelshøgskolen, Universitetet i Stavanger |
Subject: | High Frequency Trading | Regulation | Message to Trade Ratio | Order to Trade Ratio |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series UiS Working Papers in Economics and Finance Number 2014/3 48 pages |
Classification: | G10 - General Financial Markets. General ; G20 - Financial Institutions and Services. General |
Source: |
-
Sunshine Trading: Flashes of Trading Intent at the Nasdaq
Skjeltorp, Johannes A., (2011)
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Sagaram, J.P.A., (2005)
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Sagaram, J.P.A., (2005)
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Throttling hyperactive robots : order-to-trade ratios at the Oslo Stock Exchange
Jørgensen, Kjell, (2018)
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A market microstructure approach to cross-market spillovers
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Egenkapitalutvidelser ved Oslo Børs 1980-2009
Kvaal, Erlend, (2010)
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