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Displaying results 1 to 2 of 2.

  1. Sharks in the dark: quantifying HFT dark pool latency arbitrage
    Author: Aquilina, Matteo; Foley, Sean; O'Neill, Peter; Ruf, Thomas
    Published: August 2023
    Publisher:  Bank for International Settlements, Monetary and Economic Department, [Basel]

    Access:
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    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 546
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: BIS working papers ; no 1115
    Subjects: high-frequency trading; dark pools; latency arbitrage; stale quotes; reference prices
    Scope: 1 Online-Ressource (circa 58 Seiten), Illustrationen
  2. Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility
    Author: Ibikunle, Gbenga; Rzayev, Khaladdin
    Published: April 2020
    Publisher:  [LSE Financial Markets Group], [London]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Financial Markets Group discussion papers ; no 796
    Subjects: COVID-19; dark pools; volatility; liquidity; informational efficiency; market quality
    Scope: 1 Online-Ressource (circa 55 Seiten)