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Liquidity with High-Frequency Market Making · Study

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PreprintLiquidity with High-Frequency Market Making

Jungsuk Han2014

OA

Preprintgreen2014

Liquidity with High-Frequency Market Making

Jungsuk Han · Mariana Khapko · Albert S. Kyle

31 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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References

1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 2013The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response 1971The Only Game in Town 2015Equilibrium fast trading 2008Technology and liquidity provision: The blurring of traditional definitions 2010Middlemen in Limit Order Markets 2011High Frequency Trading and Market Quality 2012The Trading Profits of High Frequency Traders

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2013High Frequency Trading with Speed Hierarchiespreprint · 7 shared references 2012News Trading and Speedpreprint · 5 shared references 2013High Frequency Market Making: The Role of Speedpreprint · 5 shared references 2019High-frequency trading: a literature reviewarticle · 5 shared references 2018Implications of High-Frequency Trading for Security Marketsreview · 5 shared references 2017Need for Speed? Exchange Latency and Liquidityarticle · 4 shared references

Details

Year2014

Typepreprint

Published2014-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations31

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.2416396

openalex_workW1567222762

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