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Liquidity with High-Frequency Market Making
11 references·0 citing·43 second hop
Liquidity with High-Frequency Market Making (2014)Liquidity with High-Frequency Market Maki…Equilibrium fast trading (2015)Equilibrium fast tradingThe High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)The High-Frequency Trading Ar…High Frequency Traders: Taking Advantage of Speed (2013)High Frequency Traders: Takin…Competition among High-Frequency Traders, and Market Quality (2013)Competition among High-Freque…The Trading Profits of High Frequency Traders (2012)The Trading Profits of High F…High Frequency Trading and Market Quality (2011)High Frequency Trading and Ma…Middlemen in Limit Order Markets (2010)Middlemen in Limit Order Mark…Technology and liquidity provision: The blurring of traditional definitions (2008)Technology and liquidity prov…The Only Game in Town (1995)The Only Game in TownBid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…The Only Game in Town (1971)The Only Game in TownIlliquidity and stock returns: cross-section and time-series effects (2002)Does Algorithmic Trading Improve Liquidity? (2011)High Frequency Trading and the New-Market Makers (2012)High Frequency Trading with Speed Hierarchies (2013)High-frequency Trading: Review of the Literature and Regulatory Initiatives around the World (2016)Experiments in high-frequency trading: comparing two market institutions (2019)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Market Liquidity and Funding Liquidity (2008)Continuous Auctions and Insider Trading (1985)What Do We Know About High-Frequency Trading? (2013)Need for Speed? Exchange Latency and Liquidity (2017)Back-Running: Seeking and Hiding Fundamental Information in Order Flows* (2019)Low-Latency Trading (2011)News Trading and Speed (2012)High-Frequency Trading and Price Discovery (2014)Applications of a Multivariate Hawkes Process to Joint Modeling of Sentiment and Market Return Events (2017)Exchange Competition, Entry, and Welfare (2021)The Private and Social Value of Information and the Reward to Inventive Activity (1978)On the Impossibility of Informationally Efficient Markets (1980)The Diversity of High Frequency Traders (2012)Big data in finance and the growth of large firms (2018)Green credit policy and corporate access to bank loans in China: The role of environmental disclosure and green innovation (2021)On Persistence in Mutual Fund Performance (1997)Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis (2016)Market conditions, fragility, and the economics of market making (2016)The Competitive Landscape of High-Frequency Trading Firms (2017)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Price, trade size, and information in securities markets (1987)Algorithmic Trading and Information (2009)A dynamic limit order market with fast and slow traders (2014)The Impact of Dark Trading and Visible Fragmentation on Market Quality (2014)A Theory of the Interday Variations in Volume, Variance, and Trading Costs in Securities Markets (1990)No Single Currency Regime is Right for All Countries or At All Times (1999)Liquidity and Asset Prices (2006)The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)Trading and Arbitrage in Cryptocurrency Markets (2018)Machine behaviour (2019)Latency, Liquidity and Price Discovery (2011)Liquidity Cycles and Make/Take Fees in Electronic Markets (2012)High-Frequency Trading and Market Performance (2015)
this work references cited by second hop

References

  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 2013The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response886 cited
  • 1971The Only Game in Town855 cited
  • 2015Equilibrium fast trading536 cited
  • 2008Technology and liquidity provision: The blurring of traditional definitions279 cited
  • 2010Middlemen in Limit Order Markets229 cited
  • 2011High Frequency Trading and Market Quality204 cited
  • 2012The Trading Profits of High Frequency Traders134 cited
  • 2013High Frequency Traders: Taking Advantage of Speed62 cited
  • 2013Competition among High-Frequency Traders, and Market Quality36 cited
  • 1995The Only Game in Town33 cited

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