Toward a fully continuous exchange
Albert S. Kyle and Jeongmin Lee
| Year of publication: |
2017
|
|---|---|
| Authors: | Kyle, Albert S. ; Lee, Jeongmin |
| Published in: |
Oxford review of economic policy. - Oxford : Univ. Press, ISSN 0266-903X, ZDB-ID 85703-8. - Vol. 33.2017, 4, p. 650-675
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| Subject: | market microstructure | auction design | market design | continuous scaled limit orders | smooth trading | frequent batch auction | VWAP | TWAP | high-frequency trading | liquidity | bid-ask spread | price impact | Marktmikrostruktur | Market microstructure | Elektronisches Handelssystem | Electronic trading | Geld-Brief-Spanne | Bid-ask spread | Wertpapierhandel | Securities trading | Auktionstheorie | Auction theory | Auktion | Auction | Börsenhandel | Stock exchange trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/oxrep/grx042 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011952562