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Impact of electronic liquidity providers within a high-frequency agent-based modeling framework

Mandes, Alexandru - In: Computational economics 55 (2020) 2, pp. 407-450

Persistent link: https://www.econbiz.de/10012223640

Dark matters : the effects of dark trading restrictions on liquidity and informational efficiency

Ibikunle, Gbenga; Li, Youwei; Mare, Davide Salvatore; … - In: Journal of international financial markets, … 75 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012820413

Front-running scalping strategies and market manipulation : why does high-frequency trading need stricter regulation?

Manahov, Viktor - In: The financial review : the official publication of the … 51 (2016) 3, pp. 363-402

Persistent link: https://www.econbiz.de/10011550911

Digital finance in Europe : law, regulation, and governance

Avgouleas, Emilios (ed.); Marjosola, Heikki (ed.) - 2022

Persistent link: https://www.econbiz.de/10012593421

Unregulated algorithmic trading : testing the boundaries of the European Union algorithmic trading regime

Pereira, Clara Martins - In: Journal of financial regulation 6 (2020) 2, pp. 270-305

Persistent link: https://www.econbiz.de/10012316744

High-frequency trading : review of the literature and regulatory initiatives around the world

Chung, Kee H.; Lee, Albert J. - In: Asia-Pacific journal of financial studies 45 (2016) 1, pp. 7-33

Persistent link: https://www.econbiz.de/10011483634

High-frequency trading in limit order markets : equilibrium impact and regulation

Rojček, Jakub; Ziegler, Alexandre - 2015

We investigate the impact of high-frequency trading (HFT) on market quality and investor welfare using a general limit order book model. We find that while the presence of HFT always improves market quality under symmetric information, under asymmetric information this is the case only if...

Persistent link: https://www.econbiz.de/10011412034

Market stability vs. market resilience : regulatory policies experiments in an agent-based model with low- and high-frequency trading

Leal, Sandrine Jacob; Napoletano, Mauro - In: Journal of economic behavior & organization : JEBO 157 (2019), pp. 15-41

Persistent link: https://www.econbiz.de/10012138458

A study on high-frequency trading, technology and regulations in India

Lakshmi, Rajan; Sailaja, Vedala Naga - In: International journal of financial services management … 11 (2021) 1, pp. 45-49

Persistent link: https://www.econbiz.de/10012598670

On frequent batch auctions for stocks

Jagannathan, Ravi - In: Journal of financial econometrics 20 (2022) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10012878116

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