Automation, speed, and stock market quality: The NYSE's Hybrid

Journal of Financial Markets

Volumn 14, Issue 4, 2011, Pages 568-604

  Hendershott, Terrence ^a   Moulton, Pamela C ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b Cornell University ^*  (United States)

Author keywords

Adverse selection; Automation; Latency; Liquidity; Speed; Transparency

Indexed keywords

EID: 79958068756     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2011.02.003     Document Type: Article

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