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| Titel | The Economics of Algorithmic Trading | |
| Autor | Riordan, Ryan | |
| Institution | Fakultät für Wirtschaftswissenschaften (Fak. f. Wirtschaftswiss.) Institut für Informationswirtschaft und -management (IISM) |
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| Dokumenttyp | Buch | |
| Verlag | Karlsruhe | |
| Jahr | 2009 | |
| Hochschulschrift | Dissertation Fakultät für Wirtschaftswissenschaften (Fak. f. Wirtschaftswiss.) Institut für Informationswirtschaft und -management (IISM) Prüfungsdaten: 04.08.2009 Referent/Betreuer: Prof. C. Weinhardt |
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| URL für Zitat | http://digbib.ubka.uni-karlsruhe.de/volltexte/1000014028 | |
| URN für Zitat | urn:nbn:de:swb:90-140289 | |
| Abstract | Financial markets have undergone a dramatic technological transformation. Electronic and centralized limit order books dominate the organized securities exchange landscape. Banks and fund companies have invested in trading technology to improve their trade generation and monitoring processes. The automation of these processes is typically called Algorithmic Trading. This work presents one of the first studies of algorithmic trading and its impact on information and liquidity in equity markets. | |