Where is the Value in High Frequency Trading?
Open Access
- 1 September 2012
- journal article
- research article
- Published by World Scientific Pub Co Pte Ltd in The Quarterly Journal of Finance
- Vol. 02 (03)
- https://doi.org/10.1142/s2010139212500140
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed TradingThe Journal of Portfolio Management, 2011
- Does Algorithmic Trading Improve Liquidity?The Journal of Finance, 2011
- Liquidity and Market StructureThe Journal of Finance, 1988