Does high-frequency trading actually improve market liquidity? A comparative study for selected models and measures

Author:

Karkowska RenataORCID,Palczewski AndrzejORCID

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference46 articles.

1. High Frequency Traders and Liquidity;Abreu,2022

2. Market fairness: The poor country cousin of market efficiency;Aitken;J. Bus. Ethics,2018

3. Liquidity commonality and high frequency trading: Evidence from the french stock market;Anagnostidis;Int. Rev. Financ. Anal.,2020

4. Fleeting orders;Baruch;SSRN Electron. J.,2013

5. Low-latency trading and price discovery: Evidence from the Tokyo Stock Exchange in the pre-opening and opening periods;Bellia;SSRN Electron. J.,2020

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