Open AccessHigh-frequency quoting, trading, and the efficiency of prices
Author(s) -
Jennifer Conrad,
Sunil Wahal,
Jin Xiang
Publication year - 2015
Publication title -
journal of financial economics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 11.673
H-Index - 256
eISSN - 1879-2774
pISSN - 0304-405X
DOI - 10.1016/j.jfineco.2015.02.008
Subject(s) - high frequency trading , algorithmic trading , market liquidity , dark liquidity , pairs trade , trading strategy , volume weighted average price , random walk , flash trading , econometrics , stock trading , electronic trading , stock (firearms) , monetary economics , financial economics , economics , alternative trading system , open outcry , business , stock market , market maker , finance , mathematics , statistics , horse , engineering , biology , paleontology , mechanical engineering
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom