Algorithmic Trading and Liquidity: Long Term Evidence from Austria
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- Mestel, Roland & Murg, Michael & Theissen, Erik, 2018. "Algorithmic trading and liquidity: Long term evidence from Austria," Finance Research Letters, Elsevier, vol. 26(C), pages 198-203.
References listed on IDEAS
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More about this item
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-MST-2018-08-13 (Market Microstructure)
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