High Frequency Traders and Asset Prices
Author:
Publisher
Elsevier BV
Reference12 articles.
1. High-frequency trading in a limit order book;M Avellaneda;Quantitative Finance,2008
2. Working Orders in Limit-Order Markets and Floor Exchanges". forthcoming in the;K Back;Journal of Finance,2007
3. Competing mechanisms in a common value environment;B Biais;Econometrica,2000
4. Liquidity Shocks and Order Book Dynamics
5. A Stochastic Model for Order Book Dynamics
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