SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
High-frequency trading: Order-based innovation or manipulation?
16 references·0 citing·38 second hop
High-frequency trading: Order-based innovation or manipulation? (2019)High-frequency trading: Order-based innov…Algorithmic Trading and Market Quality: International Evidence (2020)Algorithmic Trading and Marke…High frequency market microstructure (2015)High frequency market microst…Equilibrium fast trading (2015)Equilibrium fast tradingHigh-Frequency Trading and Price Discovery (2014)High-Frequency Trading and Pr…High Frequency Trading and the New-Market Makers (2012)High Frequency Trading and th…The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading (2011)The Microstructure of the “Fl…Low-Latency Trading (2011)Low-Latency TradingIs market fragmentation harming market quality? (2011)Is market fragmentation harmi…High-Frequency Trading (2011)High-Frequency TradingDoes Algorithmic Trading Improve Liquidity? (2011)Does Algorithmic Trading Impr…The information content of an open limit‐order book (2008)The information content of an…Stock Market Manipulations* (2006)Stock Market Manipulations*Unchecked intermediaries: Price manipulation in an emerging stock market (2005)Unchecked intermediaries: Pri…An empirical analysis of NYSE specialist trading1We thank Jim Cochrane, Joel Hasbrouck, Don Keim, Kim Shapiro, Jerry Warner, and an anonymous referee for their helpful comments. Seminar participants at the Ohio State Conference on `Dealer Markets', London School of Economics, University of Pennsylvania, and University of Wisconsion provided many helpful suggestions. Minder Cheng, Nicole Parent, and Ed Steffelin provided excellent research support. This research was completed while Madhavan was visiting the New York Stock Exchange. The comments and opinions contained in this paper are those of the authors and do not necessarily reflect those of the directors, members or officers of the New York Stock Exchange, Inc.1 (1998)An empirical analysis of NYSE…Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes? (1994)Why do NASDAQ Market Makers A…Stock-Price Manipulation (1992)Stock-Price ManipulationA Non-cooperative Equilibrium for Supergames (1971)An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks (1992)Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange (1997)Transactions costs and investment style: an inter-exchange analysis of institutional equity trades (1997)Presidential Address: Friction (2000)Bid, 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)Signaling Games and Stable Equilibria (1987)Market Manipulation, Bubbles, Corners, and Short Squeezes (1992)Predatory Trading (2005)Manipulation and the Allocational Role of Prices (2008)On estimating the expected return on the market (1980)Market Liquidity and Funding Liquidity (2008)Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)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)Trusting the Stock Market (2005)The Economics of High-Frequency Trading: Taking Stock (2016)Price Discovery without Trading: Evidence from Limit Orders (2019)On the Impossibility of Informationally Efficient Markets (1980)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)The Private and Social Value of Information and the Reward to Inventive Activity (1978)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)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)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)The economics of networks (1996)Market microstructure: A survey (2000)Do Dark Pools Harm Price Discovery? (2013)
this work references cited by second hop

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
  • 1994Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes?746 cited
  • 1992Stock-Price Manipulation623 cited
  • 2015High frequency market microstructure592 cited
  • 2011Is market fragmentation harming market quality?578 cited
  • 2015Equilibrium fast trading536 cited
  • 2011The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading389 cited
  • 2006Stock Market Manipulations*380 cited
  • 2020Algorithmic Trading and Market Quality: International Evidence323 cited
  • 2005Unchecked intermediaries: Price manipulation in an emerging stock market260 cited
  • 2008The information content of an open limit‐order book259 cited
  • 2011High-Frequency Trading249 cited
  • 1998An empirical analysis of NYSE specialist trading1We thank Jim Cochrane, Joel Hasbrouck, Don Keim, Kim Shapiro, Jerry Warner, and an anonymous referee for their helpful comments. Seminar participants at the Ohio State Conference on `Dealer Markets', London School of Economics, University of Pennsylvania, and University of Wisconsion provided many helpful suggestions. Minder Cheng, Nicole Parent, and Ed Steffelin provided excellent research support. This research was completed while Madhavan was visiting the New York Stock Exchange. The comments and opinions contained in this paper are those of the authors and do not necessarily reflect those of the directors, members or officers of the New York Stock Exchange, Inc.1

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

214 cited

Cited by

No citing works inside the corpus for this window.