BEDOFIH
View/
Metadata
Show full item record
Abstract
The BEDOFIH database includes trades and orders with the highest frequency. BEDOFIH covers the most important European stock markets.
Research Area
Financial Markets
Systemic Risk Lab
Systemic Risk Lab
Keywords
high-frequency traders (hfts), proprietary trading, opening auction, liquidity provision, price discovery, designated market makers (dmms), flash crashes, marketmaking, liquidity, resiliency, fragmentation, competition, high-frequency data, hawkes processes
JEL Classification
G12, G14, G10
Working Paper References
Topic
Saving and Borrowing
Consumption
Trading and Pricing
Consumption
Trading and Pricing
Publication Type
Research Data
Link to Publication
Collections
- External Research Data [777]
Except where otherwise noted, this item's license is described as Attribution-ShareAlike 4.0 International