HFTs and Dealer Banks: Liquidity and Price Discovery in FX Trading

Author:

Huang Wenqian,O'Neill Peter,Ranaldo Angelo,Yu Shihao

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference51 articles.

1. High-frequency trading in the foreign exchange market;Matteo Aquilina;The Quarterly Journal of Economics,2011

2. Dealer behavior and trading systems in foreign exchange markets;Geir H Bj�nnes;Journal of Financial Economics,2005

3. Liquidity provision in the overnight foreign exchange market;Geir H Bj�nnes;Journal of International Money and Finance,2005

4. Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal;Francis Breedon;SSRN Electronic Journal,2018

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