Market versus limit orders of speculative high-frequency traders and price discovery-Reference-Cited by-同舟云学术

Market versus limit orders of speculative high-frequency traders and price discovery

Published:2022-12 Issue: Volume:63 Page:101794
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Kang Jongho,Kang Jangkoo,Kwon Kyung Yoon

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference34 articles.

1. Risk and return in high-frequency trading;Baron;J. Financ. Quant. Anal.,2019

2. Price discovery and the cross-section of high-frequency trading;Benos;J. Financ. Mark.,2016

3. Breckenfelder, J., 2019. Competition among high-frequency traders, and market quality. ECB Working Paper No. 2290. 〈https://ssrn.com/abstract=3402867〉.

4. Brogaard, J., 2010. High frequency trading and its impact on market quality. Northwestern University Kellogg School of Management Working Paper, 66. Available at: 〈https://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.423.3956&rep=rep1&type=pdf〉.

5. High-frequency trading and price discovery;Brogaard;Rev. Financ. Stud.,2014

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