Ultra-fast activity and intraday market quality
Álvaro Cartea, Richard Payne, José Penalva, Mikel Tapia
| Year of publication: |
2019
|
|---|---|
| Authors: | Cartea, Álvaro ; Payne, Richard ; Penalva, José ; Tapia, Mikel |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 99.2019, p. 157-181
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| Subject: | Algorithmic trading | Fleeting orders | HFT | High-Frequency trading | Intraday trading | Low latency | Market quality | Quote stuffing | Spoofing | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Handelsvolumen der Börse | Trading volume | Spekulation | Speculation | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2018.12.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012162376