Competition among high-frequency traders and market quality-Reference-Cited by-同舟云学术

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Competition among high-frequency traders and market quality

Published:2024-09 Issue: Volume:166 Page:104922
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Breckenfelder Johannes

Publisher

Elsevier BV

Reference67 articles.

1. High frequency traders and the price process;Ait-Sahalia;J. Econom.,2020

2. High frequency market making: the role of speed;Ait-Sahalia;J. Econom.,2024

3. The price effects of liquidity shocks: a study of the sec's tick size experiment;Albuquerque;J. Financ. Econ.,2020

4. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financ. Mark.,2002

5. Speed segmentation on exchanges: competition for slow flow;Anderson;J. Financ. Mark.,2022

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