How Does Algorithmic Trading Improve Market Quality?-Reference-Cited by-同舟云学术

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How Does Algorithmic Trading Improve Market Quality?

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Lyle Matthew R.,Naughton James P.,Weller Brian M.

Publisher

Elsevier BV

Reference31 articles.

1. Hft and market quality. Bankers;B Biais;Markets & Investors,2014

2. Equilibrium fast trading;B Biais;Journal of Financial Economics,2015

3. High Frequency Trading and the 2008 Short Sale Ban

Cited by 8 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 alphabet and idiosyncratic volatility;Journal of Financial Research;2023-12-22

2. Does high-frequency trading actually improve market liquidity? A comparative study for selected models and measures;Research in International Business and Finance;2023-01

3. Competition among liquidity providers with access to high-frequency trading technology;Journal of Financial Economics;2021-04

4. High‐Frequency Trading and Market Performance;The Journal of Finance;2020-02-08

5. Algos Gone Wild: What Drives the Extreme Order Cancellation Rates in Modern Markets?;SSRN Electronic Journal;2020

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