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The impact of reduced pre-trade transparency regimes on market quality - MaRDI portal

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The impact of reduced pre-trade transparency regimes on market quality (Q1657530)

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scientific article; zbMATH DE number 6917110
Language Label Description Also known as
English
The impact of reduced pre-trade transparency regimes on market quality
scientific article; zbMATH DE number 6917110

    Statements

    title
    The impact of reduced pre-trade transparency regimes on market quality (English)
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    author
    Polina Kovaleva
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    Giulia Iori
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    publication date
    13 August 2018
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    zbMATH Keywords
    agent based models
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    market transparency
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    iceberg orders
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    liquidity
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    bid-ask spread
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    Identifiers

    zbMATH DE Number
    6917110
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    OpenAlex ID
    W1801315602
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