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.

Additional Metadata
Promotor M.A. van Dijk (Mathijs) , D.G.J. Bongaerts (Dion)
Publisher Erasmus University Rotterdam
ISBN 978-90-5892-445-2
Persistent URL hdl.handle.net/1765/93017
Series ERIM Ph.D. Series Research in Management
Citation
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