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algorithmic trading
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duration clustering
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liquidity
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make/take fees
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two-sided markets
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HEC Paris (École des Hautes Études Commerciales)
Department of Economics, National University of Ireland
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Liquidity cycles and make/take fees in electronic markets
Foucault, Thierry
;
Kadan, Ohad
;
Kandel, Eugene
-
HEC Paris (École des Hautes Études Commerciales)
-
2009
algorithmic
trading
on these variables. Finally,
algorithmic
trading
can improve welfare because it increases the rate at which …
Persistent link: https://www.econbiz.de/10008458013
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