How does high-frequency trading affect low-frequency trading?
Year of publication: |
2018
|
---|---|
Authors: | Li, Kun ; Cooper, Rick ; Van Vliet, Benjamin |
Published in: |
The journal of behavioral finance : a publication of the Institute of Behavioral Finance. - Abingdon : Routledge, ISSN 1542-7560, ZDB-ID 2110458-X. - Vol. 19.2018, 2, p. 235-248
|
Subject: | High-frequency trading | Limit order book | Liquidity | Order execution quality | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Börse | Bourse | Handelsvolumen der Börse | Trading volume |
-
Limit order books and trade informativeness
Beltran Lopez, Helena, (2012)
-
Intraday liquidity patterns in limit order books
Malik, Azeem, (2014)
-
Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis, (2019)
- More ...
-
Expected return in high-frequency trading
Cooper, Rick, (2015)
-
Phantom liquidity and high-frequency quoting
Blocher, Jesse, (2016)
-
A retrospective look : Phantom liquidity and high-frequency quoting : commentary
Blocher, Jesse, (2018)
- More ...