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  • Search: subject:"frequent batch auctions"
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Year of publication
Subject
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frequent batch auctions 5 high-frequency trading 5 Electronic trading 4 Elektronisches Handelssystem 4 Estimation 4 Schätzung 4 Securities trading 4 Wertpapierhandel 4 Bid-ask spread 3 Geld-Brief-Spanne 3 Market microstructure 3 Marktmikrostruktur 3 Auction 2 Auction theory 2 Auktion 2 Auktionstheorie 2 Liquidity 2 Liquidität 2 Theorie 2 Theory 2 asymmetric delay 2 bid-ask spread 2 continuous limit order book 2 information production 2 latency 2 latency arbitrage 2 limit order book 2 liquidity provision 2 market design 2 market microstructure 2 non-cancellation delay 2 order anticipation 2 quote fade 2 sniping 2 speed bump 2 Financial crisis 1 Financial market 1 Finanzkrise 1 Finanzmarkt 1 continuous trading 1
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Online availability
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Free 4 Undetermined 1
Type of publication
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Book / Working Paper 4 Article 1
Type of publication (narrower categories)
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Working Paper 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 5
Author
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Baldauf, Markus 2 Eibelshäuser, Steffen 2 Mollner, Joshua 2 Smetak, Fabian 2 Jagannathan, Ravi 1
Published in...
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Discussion papers / Stanford Institute for Economic Policy Research 1 Journal of financial econometrics 1 SAFE Working Paper 1 SAFE working paper 1 Working paper 1
Source
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ECONIS (ZBW) 4 EconStor 1
Showing 1 - 5 of 5
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Frequent batch auctions and informed trading
Eibelshäuser, Steffen; Smetak, Fabian - 2022
) markets and under frequent batch auctions (FBA). In the absence of informed trading, FBA dominates CLOB just as in Budish et …
Persistent link: https://www.econbiz.de/10013171334
Saved in:
Cover Image
Frequent batch auctions and informed trading
Eibelshäuser, Steffen; Smetak, Fabian - 2022
) markets and under frequent batch auctions (FBA). In the absence of informed trading, FBA dominates CLOB just as in Budish et …
Persistent link: https://www.econbiz.de/10013165302
Saved in:
Cover Image
High-frequency trading and market performance
Baldauf, Markus; Mollner, Joshua - 2019
Persistent link: https://www.econbiz.de/10012161455
Saved in:
Cover Image
On frequent batch auctions for stocks
Jagannathan, Ravi - In: Journal of financial econometrics 20 (2022) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012878116
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Cover Image
High-Frequency trading and market performance
Baldauf, Markus; Mollner, Joshua - 2015
Persistent link: https://www.econbiz.de/10011338245
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