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High Frequency Trading and Market Quality · Study

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PreprintHigh Frequency Trading and Market Quality

Jonathan Brogaard2011

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Preprintgreen2011

High Frequency Trading and Market Quality

Jonathan Brogaard

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

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

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2012Liquidity Cycles and Make/Take Fees in Electronic Markets 2011Latency, Liquidity and Price Discovery 2015High-Frequency Trading and Market Performance 2013What Do We Know About High-Frequency Trading?2019Fast and slow informed trading 2014News-driven return reversals: Liquidity provision ahead of earnings announcements 2012Fairness in Financial Markets: The Case of High Frequency Trading 2012Speed, algorithmic trading, and market quality around U.S. macroeconomic news announcements

Details

Year2011

Typepreprint

Published2011-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations204

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1970072

openalex_workW4232067337

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