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BEDOFIH

dc.date.accessioned2021-09-24T11:44:17Z
dc.date.available2021-09-24T11:44:17Z
dc.identifier.urihttps://fif.hebis.de/xmlui/handle/123456789/1351
dc.description.abstractThe BEDOFIH database includes trades and orders with the highest frequency. BEDOFIH covers the most important European stock markets.
dc.rightsAttribution-ShareAlike 4.0 International
dc.rights.urihttp://creativecommons.org/licenses/by-sa/4.0/
dc.subjectFinancial Markets
dc.subjectSystemic Risk Lab
dc.titleBEDOFIH
dc.typeResearch Data
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2284?Coming Early to the Party
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2352?Designated Market Makers: Competition and Incentives
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2376?High-Frequency Trading During Flash Crashes: Walk of Fame or Hall of Shame?
dcterms.isReferencedByhttps://fif.hebis.de/xmlui/handle/123456789/2397?Resiliency: Cross-Venue Dynamics with Hawkes Processes
dc.source.filenameBEDOFIH.csv
dc.subject.keywordshigh-frequency traders (hfts)
dc.subject.keywordsproprietary trading
dc.subject.keywordsopening auction
dc.subject.keywordsliquidity provision
dc.subject.keywordsprice discovery
dc.subject.keywordsdesignated market makers (dmms)
dc.subject.keywordsflash crashes
dc.subject.keywordsmarketmaking
dc.subject.keywordsliquidity
dc.subject.keywordsresiliency
dc.subject.keywordsfragmentation
dc.subject.keywordscompetition
dc.subject.keywordshigh-frequency data
dc.subject.keywordshawkes processes
dc.subject.jelG12
dc.subject.jelG14
dc.subject.jelG10
dc.subject.topic1dependent
dc.subject.topic1panel
dc.subject.topic1capitalization
dc.subject.topic2normal
dc.subject.topic2measurement
dc.subject.topic2brownian
dc.subject.topic3donne
dc.subject.topic3table
dc.subject.topic3euronext
dc.subject.topic1nameSaving and Borrowing
dc.subject.topic2nameConsumption
dc.subject.topic3nameTrading and Pricing
dc.identifier.urlhttps://www.eurofidai.org/en/high-frequency-data-bedofih


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