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A dynamic limit order market with fast and slow traders · Study

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ArticleA dynamic limit order market with fast and slow traders

Peter Hoffmann2014

Article2014

A dynamic limit order market with fast and slow traders

249 citations·0/0 files stored·Journal of Financial Economics

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Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

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References

1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1983Information Effects on the Bid-Ask Spread 2011Does Algorithmic Trading Improve Liquidity?2014High-Frequency Trading and Price Discovery 2011Low-Latency Trading 2012High Frequency Trading and the New-Market Makers 1999Order flow composition and trading costs in a dynamic limit order market 2014Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market

Cited by

2015Trading Fast and Slow: Colocation and Liquidity 2010Middlemen in Limit Order Markets 2017Need for Speed? Exchange Latency and Liquidity 2019Back-Running: Seeking and Hiding Fundamental Information in Order Flows*2016Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity and Trading Costs 2016Toxic Arbitrage

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013High Frequency Trading with Speed Hierarchiespreprint · 13 shared references 2016The Economics of High-Frequency Trading: Taking Stockreview · 11 shared references 2019Price Discovery without Trading: Evidence from Limit Ordersarticle · 11 shared references 2015High-Frequency Trading and Market Performancearticle · 11 shared references 2019High frequency trading and comovement in financial marketsarticle · 11 shared references 2010Middlemen in Limit Order Marketspreprint · 10 shared references

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Year2014

Typearticle

Published2014-04-16

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations249

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfineco.2014.04.002

openalex_workW3123516635

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2017

Why Trading Speed Matters: A Tale of Queue Rationing under Price Controls

2019Fast and slow informed trading