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Crossed and Locked Quotes in a Multi-Market Simulation
Financial markets are often fragmented, introducing the possibility that quotes in identical securities may become crossed or locked. There are a number of theoretical explanations for the existence of crossed and locked quotes, including competition, simultaneous actions, inattentiveness, fee struc...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Public Library of Science
2016
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4784946/ https://www.ncbi.nlm.nih.gov/pubmed/26959416 http://dx.doi.org/10.1371/journal.pone.0151096 |