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Does High-Frequency Trading Increase Systemic Risk? · Study

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ArticleDoes High-Frequency Trading Increase Systemic Risk?

Pankaj K. Jain2016

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Articlegreen2016

Does High-Frequency Trading Increase Systemic Risk?

Pankaj K. Jain · Pawan Jain · Thomas H. McInish

61 citations·0/0 files stored·Journal of Financial Markets

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Financial Markets and Investment Strategies Stochastic processes and financial applications Financial Risk and Volatility Modeling

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References

1985Continuous Auctions and Insider Trading 1990Correlations in Price Changes and Volatility across International Stock Markets 2000Commonality in liquidity 2011Does Algorithmic Trading Improve Liquidity?1991Fundamentals and Stock Returns in Japan 1995An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse 2001Common factors in prices, order flows, and liquidity 1993Stealth trading and volatility

Cited by

2019The systemic risk of China’s stock market during the crashes in 2008 and 2015 2025Two types of AI existential risk: decisive and accumulative 2019High-frequency trading: a literature review 2021Frontiers in Service Science: Fintech Operations—An Overview of Recent Developments and Future Research Directions 2021Comparing minds and machines: implications for financial stability 2019Insider Information: The Ethicality of the High Frequency Trading Industry

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2014The Empirical Analysis of Liquidityarticle · 13 shared references 2019High frequency trading and comovement in financial marketsarticle · 13 shared references 2021High‐frequency trading: Definition, implications, and controversiesarticle · 13 shared references 1991Rock around the Clock : An agent-based model of low- and high-frequency tradingpreprint · 11 shared references 2013High Frequency Trading with Speed Hierarchiespreprint · 11 shared references 2016The Economics of High-Frequency Trading: Taking Stockreview · 10 shared references

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Year2016

Typearticle

Published2016-01-01

VenueJournal of Financial Markets

ISSN-L1386-4181

Languageen

Citations61

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.finmar.2016.09.004

openalex_workW3122897117

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