RePEcOther
Dynamic limit order placement's impact on stock market quality
The study investigates the impact of two system upgrades by the Australian Securities Exchange on dynamic limit order placement activities and market quality, revealing both positive and negative effects.
Featured in No. 28 on 6 Dec 2023 · on release day
- Released
- 6 Dec 2023
- First featured
- No. 28 · 6 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 19
- Identifier
- RePEc:spr:annopr:v:330:y:2023:i:1:d:10.1007_s10479-021-04282-y
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).