Algorithmic trading and market efficiency around the introduction of the NYSE Hybrid Market-Reference-Cited by-同舟云学术

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Algorithmic trading and market efficiency around the introduction of the NYSE Hybrid Market

Published:2024-06 Issue: Volume:69 Page:100909
ISSN:1386-4181
Container-title:Journal of Financial Markets
language:en
Short-container-title:Journal of Financial Markets

Author:

Yuferova Darya^ORCID

Funder

Vereniging Trustfonds Erasmus Universiteit Rotterdam

Publisher

Elsevier BV

Reference50 articles.

1. Intraday periodicity and volatility persistence in financial markets;Andersen;J. Empir. Financ.,1997

2. Dark liquidity and high-frequency trading. Report 331;ASIC,2013

3. How much should we trust staggered differences-in-differences estimates?;Baker;J. Financ. Econ.,2022

4. Informed trading before corporate events: Theory and evidence;Baruch;J. Financ. Econ.,2017

5. HFT and market quality;Biais;Bank. Mark. Invest.,2014

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