What is the Optimal Trading Frequency in Financial Markets?

DOI10.1093/restud/rdx006zbMath1405.91735OpenAlexW2542169287MaRDI QIDQ4610861

Songzi Du, Haoxiang Zhu

Publication date: 23 January 2019

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/120758

zbMATH Keywords

double auctionallocative efficiencyhigh-frequency tradingtrading frequency

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Actuarial science and mathematical finance (91G99)

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