High Frequency Traders: Taking Advantage of Speed-Reference-Cited by-同舟云学术

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High Frequency Traders: Taking Advantage of Speed

Published:2013 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Ait-Sahalia Yacine,Saglam Mehmet

Publisher

Elsevier BV

Reference27 articles.

1. Dealership market: Market-making and inventory;Y Amihud;Journal of Financial Economics,1980

2. Equity trading in the 21st century: An update;J Angel;Quarterly Journal of Finance,2015

3. High-frequency trading in a limit order book;M Avellaneda;Quantitative Finance,2008

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The optimal strategies of competitive high-frequency traders and effects on market liquidity;International Review of Economics & Finance;2024-03

2. Intraday Return Forecasts and High-Frequency Trading of Stock Index Futures: A Hybrid Wavelet-Deep Learning Approach;Emerging Markets Finance and Trade;2023-02-22

3. Predictive Market Making via Machine Learning;Operations Research Forum;2022-01-26

4. Multi-Asset Market Making via Multi-Task Deep Reinforcement Learning;Machine Learning, Optimization, and Data Science;2022

5. Impact of algorithmic trading on speed of adjustment to new information: Evidence from interest rate derivatives;Journal of Futures Markets;2020-05

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