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High Frequency Market Making: Implications for Liquidity · Study

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PreprintHigh Frequency Market Making: Implications for Liquidity

Yacine Aı̈t-Sahalia2017

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Preprintgreen2017

High Frequency Market Making: Implications for Liquidity

Yacine Aı̈t-Sahalia

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

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Financial Markets and Investment Strategies Stochastic processes and financial applications FinTech, Crowdfunding, Digital Finance

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References

2011Does Algorithmic Trading Improve Liquidity?1981Optimal dealer pricing under transactions and return uncertainty 2014High-Frequency Trading and Price Discovery 1980Dealership market 2013The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response 2011Low-Latency Trading 2012High Frequency Trading and the New-Market Makers 2017The Flash Crash: High‐Frequency Trading in an Electronic Market

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2022When Bigger is Better: The Impact of a Tiny Tick Size on Undercutting Behavior 2023The great crypto crash in September 2018: why did the cryptocurrency market collapse?2019Make-take decisions under high-frequency trading competition

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2013High Frequency Market Making: The Role of Speedpreprint · 26 shared references 2019High-frequency trading: a literature reviewarticle · 15 shared references 2013High Frequency Trading with Speed Hierarchiespreprint · 14 shared references 2010Middlemen in Limit Order Marketspreprint · 13 shared references 2017The Competitive Landscape of High-Frequency Trading Firmsarticle · 13 shared references 2018Implications of High-Frequency Trading for Security Marketsreview · 13 shared references

Details

Year2017

Typepreprint

Published2017-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations39

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.2908438

openalex_workW2590162722

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