The Trading Profits of High Frequency Traders

Preprint

1 January 2012

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.2106158

Abstract

We examine the profitability of a specific class of intermediaries, high frequency traders (HFTs). Using transaction level data with user identifications, we fi

Keywords

HIGH FREQUENCY TRADING
MARKET MICROSTRUCTURE
MARKET EFFICIENCY

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