Price Discovery, Liquidity Provision, and Low-Latency Trading

Darya Yuferova

Research output: Types of ThesisDoctoral ThesisInternal

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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 languageEnglish
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 date30 Jun 2016
Place of PublicationRotterdam
Print ISBNs9789058924452
Publication statusPublished - 30 Jun 2016

Research programs

  • EUR ESE 31
  • RSM F&A

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