Open AccessThe Effects of Trader Type on Market Maker’s Effective Bid-Ask Spread
Author(s) -
Jang Hyung Cho,
Artem Meshcheryakov,
Janis K. Zaima
Publication year - 2021
Publication title -
journal of accounting and finance
Language(s) - English
Resource type - Journals
ISSN - 2158-3625
DOI - 10.33423/jaf.v21i5.4761
Subject(s) - bid–ask spread , futures market , bid price , market maker , futures contract , ask price , business , flash trading , market microstructure , financial economics , treasury , economics , high frequency trading , monetary economics , algorithmic trading , order (exchange) , stock exchange , dark liquidity , finance , stock market , history , paleontology , archaeology , horse , biology
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