Too fast or too slow? Determining the optimal speed of financial markets. Issue 4 (3rd April 2018)
- Record Type:
- Journal Article
- Title:
- Too fast or too slow? Determining the optimal speed of financial markets. Issue 4 (3rd April 2018)
- Main Title:
- Too fast or too slow? Determining the optimal speed of financial markets
- Authors:
- Fricke, Daniel
Gerig, Austin - Abstract:
- Abstract : Market quality is maximized at intermediate batch auction intervals of a few seconds when markets are neither too fast nor too slow and clearing price is near equilibrium
- Is Part Of:
- Quantitative finance. Volume 18:Issue 4(2018)
- Journal:
- Quantitative finance
- Issue:
- Volume 18:Issue 4(2018)
- Issue Display:
- Volume 18, Issue 4 (2018)
- Year:
- 2018
- Volume:
- 18
- Issue:
- 4
- Issue Sort Value:
- 2018-0018-0004-0000
- Page Start:
- 519
- Page End:
- 532
- Publication Date:
- 2018-04-03
- Subjects:
- Finance -- Periodicals
Business mathematics -- Periodicals
Finance -- Mathematical models -- Periodicals
Investments -- Mathematics -- Periodicals
Economics -- Periodicals
Finances -- Modèles mathématiques -- Périodiques
332.015118 - Journal URLs:
- http://www.tandfonline.com/toc/rquf20/current ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/14697688.2017.1391405 ↗
- Languages:
- English
- ISSNs:
- 1469-7688
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 7168.333200
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 6150.xml