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Price impact and bursts in liquidity provision - MaRDI portal

Price impact and bursts in liquidity provision (Q4554485)

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scientific article; zbMATH DE number 6979516
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English
Price impact and bursts in liquidity provision
scientific article; zbMATH DE number 6979516

    Statements

    Price impact and bursts in liquidity provision (English)
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    14 November 2018
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    price impact
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    high-frequency trading
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    market quality
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    adverse selection
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    Identifiers