Price Discovery, Liquidity Provision, and Low-Latency Trading

Darya Yuferova

Price Discovery, Liquidity Provision, and Low-Latency Trading

Darya Yuferova

Department of Finance

Research output: Types of Thesis › Doctoral Thesis › Internal

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Abstract

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

Original language	English
Awarding Institution	Erasmus University Rotterdam
Supervisors/Advisors	van Dijk, Mathijs, Supervisor Menkveld, Doctoral committee member van Dijk, Dick, Doctoral committee member Verbeek, Marno, Doctoral committee member Bongaerts, Dion, Co-supervisor
Award date	30 Jun 2016
Place of Publication	Rotterdam
Print ISBNs	9789058924452
Publication status	Published - 30 Jun 2016

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http://hdl.handle.net/1765/93017

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Price Discovery, Liquidity Provision, and Low-Latency Trading

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