Auflistung nach Schlagwort "marketmaking"

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    • BEDOFIH 

      Unbekannter Autor
      The BEDOFIH database includes trades and orders with the highest frequency. BEDOFIH covers the most important European stock markets.

    • High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame? 

      Bellia, Mario; Christensen, Kim; Kolokolov, Aleksey; Pelizzon, Loriana; Renò, Roberto (2020-03-01)
      We show that High Frequency Traders (HFTs) are not beneficial to the stock market during flash crashes. They actually consume liquidity when it is most needed, even when they are rewarded by the exchange to provide immediacy. ...

    • NYSE 

      Unbekannter Autor
      NYSE TAQ products provide a comprehensive historical end of day record of all data that was published by the NYSE Group Exchanges' real-time data feeds, including: Depth of book: All bid and offer prices and sizes, Top of ...