BEDOFIH

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Metadata

Zusammenfassung

The BEDOFIH database includes trades and orders with the highest frequency. BEDOFIH covers the most important European stock markets.

Forschungsbereich

Financial Markets
Systemic Risk Lab

Schlagworte

high-frequency traders (hfts), proprietary trading, opening auction, liquidity provision, price discovery, designated market makers (dmms), flash crashes, marketmaking, liquidity, resiliency, fragmentation, competition, high-frequency data, hawkes processes

JEL-Klassifizierung

G12, G14, G10

Working Paper Referenzen

Coming Early to the Party
Designated Market Makers: Competition and Incentives
High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame?
Resiliency: Cross-Venue Dynamics with Hawkes Processes

Thema

Saving and Borrowing
Consumption
Trading and Pricing

Publikationstyp

Research Data

Link zur Publikation

https://fif.hebis.de/xmlui/handle/123456789/1351

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