High Frequency Market Making: Implications for Liquidity-Reference-Cited by-同舟云学术

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High Frequency Market Making: Implications for Liquidity

Published:2017 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Ait-Sahalia Yacine,Saalam Mehmet

Publisher

Elsevier BV

Reference36 articles.

1. Europe plans major scaling back of financial trading tax;The Financial Times,2012

2. German Bundestag Passes Bill to Regulate High-frequency Trading;The Wall Street Journal,2013

3. High speed trading a stiff challenge for U.S. regulators;The Wall Street Journal,2012

4. Buy low, sell high: A high frequency trading perspective;Alvaro Cartea;SIAM Journal on Financial Mathematics,2014

Cited by 23 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. Deep Hawkes process for high-frequency market making;Journal of Banking and Financial Technology;2024-04-26

2. The great crypto crash in September 2018: why did the cryptocurrency market collapse?;Annals of Operations Research;2023-09-12

3. Automated market maker inventory management with deep reinforcement learning;Applied Intelligence;2023-06-24

4. US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks;Journal of Empirical Finance;2023-06

5. Nonlinear market liquidity: An empirical examination;International Review of Financial Analysis;2023-05

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