Uncertain execution in order-driven markets
Year of publication: |
Trinity 2021
|
---|---|
Authors: | Sánchez-Betancourt, Leandro |
Publisher: |
Oxford |
Subject: | market microstructure | algorithmic trading | optimal execution | fill ratios | marketable limit orders | latency | uncertain execution | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Führungskräfte | Managers | Geld-Brief-Spanne | Bid-ask spread | Theorie | Theory | Börsenkurs | Share price | Risiko | Risk |
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