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High‐frequency trading and the new stock market : sense and nonsense

Fox, Merritt B.; Glosten, Lawrence R.; Rauterberg, … - In: Journal of applied corporate finance : JACF 29 (2017) 4, pp. 30-44

Persistent link: https://www.econbiz.de/10011850088

Tail expectation and imperfect competition in limit order book markets

Baruch, Shmuel; Glosten, Lawrence R. - In: Journal of economic theory 183 (2019), pp. 661-697

Persistent link: https://www.econbiz.de/10012131384

ETF activity and informational efficiency of underlying securities

Glosten, Lawrence R.; Nallareddy, Suresh; Zou, Yuan - In: Management science : journal of the Institute for … 67 (2021) 1, pp. 22-47

Persistent link: https://www.econbiz.de/10012434369

Naked open-market manipulation and its effects

Fox, Merritt B.; Glosten, Lawrence R.; Rauterberg, … - In: Global algorithmic capital markets : high frequency …, (pp. 199-231). 2019

Persistent link: https://www.econbiz.de/10011975331

Stock market manipulation and its regulation

Fox, Merritt B.; Glosten, Lawrence R.; Rauterberg, … - In: Yale journal on regulation 35 (2018) 1, pp. 67-126

Persistent link: https://www.econbiz.de/10011873341

The new stock market : law, economics, and policy

Fox, Merritt B.; Glosten, Lawrence R.; Rauterberg, … - 2018

The U.S. stock market has been transformed over the last twenty-five years. Once a market in which human beings traded at human speeds, it is now an electronic market pervaded by algorithmic trading, conducted at speeds nearing that of light. High-frequency traders participate in a large portion...