Showing 1 - 10 of 13,732
Persistent link: https://www.econbiz.de/10003554459
Persistent link: https://www.econbiz.de/10003315521
Persistent link: https://www.econbiz.de/10010246274
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/10001520252
Persistent link: https://www.econbiz.de/10001190634
Persistent link: https://www.econbiz.de/10001401288
Persistent link: https://www.econbiz.de/10013261065
Persistent link: https://www.econbiz.de/10002937306
Persistent link: https://www.econbiz.de/10001719494