Showing 1 - 10 of 121
Persistent link: https://www.econbiz.de/10003996608
We show that the presence of high frequency trading (HFT) has significantly mitigated the frequency and severity of end-of-day price dislocation, counter to recent concerns expressed in the media. The effect of HFT is more pronounced on days when end of day price dislocation is more likely to be...
Persistent link: https://www.econbiz.de/10010201320
Persistent link: https://www.econbiz.de/10012109494
Persistent link: https://www.econbiz.de/10000771554
Persistent link: https://www.econbiz.de/10003743765
Persistent link: https://www.econbiz.de/10002113072
Persistent link: https://www.econbiz.de/10003807728
Persistent link: https://www.econbiz.de/10003807748
Persistent link: https://www.econbiz.de/10003114000
Persistent link: https://www.econbiz.de/10001500722