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High Frequency Traders: Taking Advantage of Speed
16 references·12 citing·38 second hop
High Frequency Traders: Taking Advantage of Speed (2013)High Frequency Traders: Taking Advantage …Competing on Speed (2018)Competing on SpeedRise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)Rise of the Machines: Algorit…High-Frequency Trading and Price Discovery (2014)High-Frequency Trading and Pr…Liquidity Cycles and Make/Take Fees in Electronic Markets (2012)Liquidity Cycles and Make/Tak…High Frequency Trading and the New-Market Makers (2012)High Frequency Trading and th…High Frequency Trading and Price Discovery (2012)High Frequency Trading and Pr…A DYSFUNCTIONAL ROLE OF HIGH FREQUENCY TRADING IN ELECTRONIC MARKETS (2012)A DYSFUNCTIONAL ROLE OF HIGH …The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading (2011)The Microstructure of the “Fl…The Flash Crash: High-Frequency Trading in an Electronic Market (2011)The Flash Crash: High-Frequen…Low-Latency Trading (2011)Low-Latency TradingEquity Trading in the 21st Century (2011)Equity Trading in the 21st Ce…Equilibrium High Frequency Trading (2011)Equilibrium High Frequency Tr…Does Algorithmic Trading Improve Liquidity? (2011)Does Algorithmic Trading Impr…High Frequency Traders and Asset Prices (2010)High Frequency Traders and As…Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2009)Rise of the Machines: Algorit…Technology and liquidity provision: The blurring of traditional definitions (2008)Technology and liquidity prov…Prudential supervisory disclosure (PSD) with supervisory technology (SupTech): lessons from a FinTech crisis (2021)Prudential supervisory disclo…Exchange Competition, Entry, and Welfare (2021)Exchange Competition, Entry, …Does the 'Wirecard AG' Case Address FinTech Crises? (2020)Does the 'Wirecard AG' Case A…High-frequency trading: a literature review (2019)High-frequency trading: a lit…Implications of High-Frequency Trading for Security Markets (2018)Implications of High-Frequenc…Financialization and Information Technology: Themes, issues and Critical Debates – part I (2017)Financialization and Informat…Applications of a Multivariate Hawkes Process to Joint Modeling of Sentiment and Market Return Events (2017)Applications of a Multivariat…Trading Fast and Slow the Role of Deliberation in Experimental Financial Markets (2016)Trading Fast and Slow the Rol…Liquidity with High-Frequency Market Making (2014)Liquidity with High-Frequency…High-Frequency Trading Competition (2014)High-Frequency Trading Compet…News Trading and Speed (2012)News Trading and SpeedCompeting on Speed (2011)Competing on SpeedBid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)A Theory of Intraday Patterns: Volume and Price Variability (1988)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)On estimating the expected return on the market (1980)Market Liquidity and Funding Liquidity (2008)High frequency market microstructure (2015)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Flow Toxicity and Liquidity in a High-frequency World (2012)Algorithmic Trading and the Market for Liquidity (2013)Artificial intelligence and machine learning in finance: A bibliometric review (2022)Continuous Auctions and Insider Trading (1985)Inferring Trade Direction from Intraday Data (1991)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Liquidity Risk and Expected Stock Returns (2003)Limit order books (2013)News Trading and Speed (2015)On the Impossibility of Informationally Efficient Markets (1980)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Two-sided markets: a progress report (2006)Algorithmic Trading and Information (2009)High-Frequency Trading and Market Performance (2015)Can Brokers Have It All? On the Relation between Make‐Take Fees and Limit Order Execution Quality (2016)Price, trade size, and information in securities markets (1987)Time and the Process of Security Price Adjustment (1992)Liquidity, Information, and Infrequently Traded Stocks (1996)Fact or friction: Jumps at ultra high frequency (2014)What's Not There: Odd Lots and Market Data (2014)The Economics of High-Frequency Trading: Taking Stock (2016)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A dynamic limit order market with fast and slow traders (2014)The Impact of Dark Trading and Visible Fragmentation on Market Quality (2014)Decentralized Exchange (2017)High frequency trading and extreme price movements (2018)
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References

  • 2011Does Algorithmic Trading Improve Liquidity?1,680 cited
  • 2014High-Frequency Trading and Price Discovery1,168 cited
  • 2011Low-Latency Trading880 cited
  • 2012High Frequency Trading and the New-Market Makers807 cited
  • 2014Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market606 cited
  • 2011The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading389 cited
  • 2011The Flash Crash: High-Frequency Trading in an Electronic Market388 cited
  • 2011Equity Trading in the 21st Century294 cited
  • 2008Technology and liquidity provision: The blurring of traditional definitions279 cited
  • 2012Liquidity Cycles and Make/Take Fees in Electronic Markets200 cited
  • 2012High Frequency Trading and Price Discovery165 cited
  • 2018Competing on Speed147 cited
  • 2012A DYSFUNCTIONAL ROLE OF HIGH FREQUENCY TRADING IN ELECTRONIC MARKETS143 cited
  • 2009Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market85 cited
  • 2010High Frequency Traders and Asset Prices84 cited
  • 2011Equilibrium High Frequency Trading

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Cited by

  • 2012News Trading and Speed54 cited
  • 2021Exchange Competition, Entry, and Welfare48 cited
  • 2017Applications of a Multivariate Hawkes Process to Joint Modeling of Sentiment and Market Return Events33 cited
  • 2019High-frequency trading: a literature review32 cited
  • 2014Liquidity with High-Frequency Market Making31 cited
  • 2017Financialization and Information Technology: Themes, issues and Critical Debates – part I30 cited
  • 2018Implications of High-Frequency Trading for Security Markets28 cited
  • 2014High-Frequency Trading Competition27 cited
  • 2011Competing on Speed25 cited
  • 2021Prudential supervisory disclosure (PSD) with supervisory technology (SupTech): lessons from a FinTech crisis18 cited
  • 2020Does the 'Wirecard AG' Case Address FinTech Crises?15 cited
  • 2016Trading Fast and Slow the Role of Deliberation in Experimental Financial Markets4 cited