Trade size, high-frequency trading, and colocation around the world-Reference-Cited by-同舟云学术

Trade size, high-frequency trading, and colocation around the world

Published:2014-06-09 Issue:7-9 Volume:23 Page:781-801
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Aitken Michael¹,Cumming Douglas²,Zhan Feng³

Affiliation:

1. Australian School of Business, University of New South Wales, Sydney, NSW 2052, Australia

2. Schulich School of Business, York University, 4700 Keele Street, Toronto, ON, Canada M3J 1P3

3. Boler School of Business, John Carroll University, 1 John Carroll Boulevard University Heights, OH 44118

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2014.917119

Reference29 articles.

1. Arnuk, S. L., and J. Saluzzi. 2008. “Toxic Equity Trading Order Flow on Wall Street.” http://www.themistrading.com/article_files/0000/0348/Toxic_Equity_Trading_on_Wall_Street_12-17-08.pdf.

2. Biais, B., and Paul Woolley. 2011. “High Frequency Trading.” Working Paper. Toulouse School of Economics and London School of Economics.

3. Boehmer, Ekkehart, Kingsley Y. L. Fong, and Juan (Julie) Wu. 2012a. “Algorithmic Trading and Changes in Firms’ Equity Capital.” Working Paper. http://ssrn.com/abstract=2050856

4. Boehmer, Ekkehart, Kingsley Y. L. Fong, and Juan (Julie) Wu. 2012b. “International Evidence on Algorithmic Trading.” Working Paper. http://ssrn.com/abstract=2022034.

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