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N°15-23: High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation, J. Rojcek and A. Ziegler, 2015.

N°15-23: High-Frequency Trading in Limit Order Markets: Equilibrium Impact and Regulation, J. Rojcek and A. Ziegler, 2015.

AuthorJ. Rojcek and A. Ziegler
Date10 mars 2015
CatégorieWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2624639

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