Algorithmic trading and market efficiency around the introduction of the NYSE Hybrid Market
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DOI: 10.1016/j.finmar.2024.100909
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More about this item
Keywords
Market efficiency; Limit order book; Algorithmic trading;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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