Work

Liquidity with High-Frequency Market Making

Year: 2014

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2416396

Authors: Jungsuk Han, Mariana Khapko, Albert S. Kyle

Institutions: Seoul National University, Swedish House of Finance, University of Toronto, University of Maryland, College Park

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1567222762

Cites: 13

Cited by: 31

Related to: 10