Algos gone wild: What drives the extreme order cancellation rates in modern markets?
| Autor: | Khomyn, Marta, Putniņš, Tālis J. |
|---|---|
| Zdroj: | In Journal of Banking and Finance August 2021 129 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
| Autor: | Khomyn, Marta, Putniņš, Tālis J. |
|---|---|
| Zdroj: | In Journal of Banking and Finance August 2021 129 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect