High frequency trading and the new market makers
Top Cited Papers
- 1 November 2013
- journal article
- Published by Elsevier in Journal of Financial Markets
- Vol. 16 (4) , 712-740
- https://doi.org/10.1016/j.finmar.2013.06.006
Abstract
No abstract availableKeywords
All Related Versions
This publication has 33 references indexed in Scilit:
- Where is the Value in High Frequency Trading?The Quarterly Journal of Finance, 2012
- Earnings announcements and attention constraints: The role of market designJournal of Accounting and Economics, 2012
- International Evidence on Algorithmic TradingSSRN Electronic Journal, 2012
- High Frequency Trading and Price DiscoverySSRN Electronic Journal, 2012
- Very Fast Money: High-Frequency Trading on the NASDAQSSRN Electronic Journal, 2012
- High Frequency Trading and Market QualitySSRN Electronic Journal, 2010
- Rise of the Machines: Algorithmic Trading in the Foreign Exchange MarketInternational Finance Discussion Papers, 2009
- Market Liquidity and Funding LiquidityThe Review of Financial Studies, 2008
- Specialist Profits and the Minimum Price IncrementSSRN Electronic Journal, 2004
- An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris BourseThe Journal of Finance, 1995