Price Discovery, Liquidity Provision, and Low-Latency Trading
This dissertation consists of three empirical papers in the field of market microstructure. These papers investigate the impact of increased interconnectedness of the financial markets and the vast trading speed improvements on two important functions of financial markets: price discovery and liquidity provision.
|Promotor||M.A. van Dijk (Mathijs) , D.G.J. Bongaerts (Dion)|
|Publisher||Erasmus University Rotterdam|
|Series||ERIM Ph.D. Series Research in Management|
Yuferova, D. (2016, June 30). Price Discovery, Liquidity Provision, and Low-Latency Trading (No. EPS-2016-379-F&A). ERIM Ph.D. Series Research in Management. Erasmus University Rotterdam. Retrieved from http://hdl.handle.net/1765/93017