The rise of fast trading: Curse or blessing for liquidity?
We study how market liquidity on Euronext has evolved with the rise of fast trading. We identify fast traders by directly measuring message traffic and the lifetime of orders for every individual market member on Euronext using their identification codes. We observe an overall improvement in terms o...
Gespeichert in:
| Hauptverfasser: | , , |
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| Format: | Article ou chapitre numérique |
| Sprache: | Français |
| Veröffentlicht: |
2022
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| Schlagworte: | |
| Online Zugang: | Accès Université d'Orléans et IFPM Accès Université d'Orléans et IFPM |