The implications of high-frequency trading on market efficiency and price discovery
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/13504851.2014.914135
Reference10 articles.
1. Australian Securities & Investments Commission (2013) Dark liquidity and high frequency trading, Report 331.
2. Brogaard, J. 2011. High frequency trading and volatility, Working Paper. Available at http://www.managedfunds.org/industry-resources/industry-research/high-frequency-trading-and-volatility/ (accessed 26 April 2014).
3. Very fast money: High-frequency trading on the NASDAQ
4. High-frequency trading
5. The diversity of high-frequency traders
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