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Empirical Limitations on High-Frequency Trading Profitability
2 references·4 citing·23 second hop
Empirical Limitations on High-Frequency Trading Profitability (2010)Empirical Limitations on High-Frequency T…Does Algorithmic Trading Improve Liquidity? (2011)Does Algorithmic Trading Impr…Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2009)Rise of the Machines: Algorit…Implications of High-Frequency Trading for Security Markets (2018)Implications of High-Frequenc…Latency arbitrage, market fragmentation, and efficiency (2013)Latency arbitrage, market fra…The ironies of automation (2012)The ironies of automationHigh Frequency Trading (2012)High Frequency TradingIronies of automation (1983)Information Technology And Organisational Change (2005)Socio-technical systems: From design methods to systems engineering (2010)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)Low-Latency Trading (2011)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)High-Frequency Trading and Price Discovery (2014)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)High-Frequency-Trading (2013)Stock Market prediction on High frequency data using Long-Short Term Memory (2020)Information Effects on the Bid-Ask Spread (1983)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)The Behavior of Stock-Market Prices (1965)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Where is the Value in High Frequency Trading? (2011)Execution Risk in High-Frequency Arbitrage (2012)Banks and information technology: marketability vs. relationships (2013)Allocative Efficiency of Markets with Zero-Intelligence Traders: Market as a Partial Substitute for Individual Rationality (1993)Time series properties of an artificial stock market (1999)The economy needs agent-based modelling (2009)
this work references cited by second hop

References

  • 2011Does Algorithmic Trading Improve Liquidity?1,680 cited
  • 2009Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market85 cited

Cited by

  • 2012The ironies of automation75 cited
  • 2013Latency arbitrage, market fragmentation, and efficiency33 cited
  • 2012High Frequency Trading31 cited
  • 2018Implications of High-Frequency Trading for Security Markets28 cited

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