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The Impact of High-Frequency Trading on Modern Securities Markets
16 references·1 citing·41 second hop
The Impact of High-Frequency Trading on Modern Securities Markets (2022)The Impact of High-Frequency Trading on M…The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)The Flash Crash: High‐Frequen…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…The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)The High-Frequency Trading Ar…Algorithmic Trading and the Market for Liquidity (2013)Algorithmic Trading and the M…The Diversity of High Frequency Traders (2012)The Diversity of High Frequen…High Frequency Trading and the New-Market Makers (2012)High Frequency Trading and th…Low-Latency Trading (2011)Low-Latency TradingDoes Algorithmic Trading Improve Liquidity? (2011)Does Algorithmic Trading Impr…Proceedings of the 18th European conference on information systems (ECIS2010) (2010)Proceedings of the 18th Europ…Business Value of IT: An Essay on Expanding Research Directions to Keep up with the Times (2008)Business Value of IT: An Essa…Outsourcing at Will: The Contribution of Unjust Dismissal Doctrine to the Growth of Employment Outsourcing (2003)Outsourcing at Will: The Cont…Order imbalance, liquidity, and market returns (2002)Order imbalance, liquidity, a…Market Liquidity and Trading Activity (2001)Market Liquidity and Trading …An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks (1992)An Analysis of Intraday Patte…Technology and automation in financial trading: A bibliometric review (2024)Technology and automation in …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)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Continuous Auctions and Insider Trading (1985)Trading and Arbitrage in Cryptocurrency Markets (2018)Machine behaviour (2019)Inferring Trade Direction from Intraday Data (1991)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)The Cost of Transacting (1968)Stock returns and the weekend effect (1980)Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models (1993)Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes? (1994)Order flow composition and trading costs in a dynamic limit order market (1999)On the Impossibility of Informationally Efficient Markets (1980)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)The balanced scorecard: Translating strategy into action (1997)Beyond Computation: Information Technology, Organizational Transformation and Business Performance (2000)Review: Information Technology and Organizational Performance: An Integrative Model of IT Business Value1 (2004)Understanding the Link Between Information Technology Capability and Organizational Agility: An Empirical Examination1 (2011)Information technology-enabled dynamic capabilities and their indirect effect on competitive performance: Findings from PLS-SEM and fsQCA (2016)Artificial intelligence capability: Conceptualization, measurement calibration, and empirical study on its impact on organizational creativity and firm performance (2021)Human Capital: A Theoretical and Empirical Analysis, with Special Reference to Education (1964)Property Rights and the Nature of the Firm (1990)Wrongful Discharge Laws and Innovation (2013)Can You Gig It? An Empirical Examination of the Gig Economy and Entrepreneurial Activity (2016)The unpublished manuscript (2018)OECD Employment Outlook 2019 (2019)The theory and practice of econometrics (1986)Liquidity Risk and Expected Stock Returns (2001)An Empirical Analysis of Stock and Bond Market Liquidity (2004)The relationship between return and market value of common stocks (1981)Asset pricing and the bid-ask spread (1986)Market liquidity as a sentiment indicator (2004)Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk (2005)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Blogs in tourism: Changing approaches to information exchange (2008)A survey of trust in social networks (2013)Exploring artificial intelligence adoption in public organizations: a comparative case study (2022)
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References

  • 2011Does Algorithmic Trading Improve Liquidity?1,680 cited
  • 2001Market Liquidity and Trading Activity1,555 cited
  • 2003Outsourcing at Will: The Contribution of Unjust Dismissal Doctrine to the Growth of Employment Outsourcing1,532 cited
  • 2014High-Frequency Trading and Price Discovery1,168 cited
  • 2008Business Value of IT: An Essay on Expanding Research Directions to Keep up with the Times1,052 cited
  • 2002Order imbalance, liquidity, and market returns914 cited
  • 1992An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks899 cited
  • 2013The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response886 cited
  • 2011Low-Latency Trading880 cited
  • 2010Proceedings of the 18th European conference on information systems (ECIS2010)835 cited
  • 2012High Frequency Trading and the New-Market Makers807 cited
  • 2017The Flash Crash: High‐Frequency Trading in an Electronic Market794 cited
  • 2015High frequency market microstructure592 cited
  • 2015Equilibrium fast trading536 cited
  • 2012The Diversity of High Frequency Traders425 cited
  • 2013

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Algorithmic Trading and the Market for Liquidity
418 cited

Cited by

  • 2024Technology and automation in financial trading: A bibliometric review20 cited