Open AccessThe Evolution of Price Discovery in an Electronic Market
Author(s) -
Alain Chaboud,
Erik Hjalmarsson,
Filip Žikeš
Publication year - 2020
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2020.051
Subject(s) - price discovery , liberian dollar , currency , electronic trading , limit (mathematics) , market microstructure , economics , price formation , electronic markets , financial economics , order (exchange) , business , algorithmic trading , monetary economics , computer science , finance , mathematics , mathematical analysis , the internet , world wide web , futures contract
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