Speed and learning in high-frequency auctions-Reference-Cited by-同舟云学术

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Speed and learning in high-frequency auctions

Published:2021-06 Issue: Volume:54 Page:100583
ISSN:1386-4181
Container-title:Journal of Financial Markets
language:en
Short-container-title:Journal of Financial Markets

Author:

Haas Marlene,Khapko Mariana,Zoican Marius^ORCID

Funder

Social Sciences and Humanities Research Council of Canada

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference37 articles.

1. Experiments in high-frequency trading: comparing two market institutions;Aldrich;Exp. Econ.,2019

2. Speed Choice by High-Frequency Traders with Speed Bumps;Aoyagi,2019

3. High-frequency trading and market performance;Baldauf;J. Finance,2020

4. Fleeting Orders;Baruch,2013

5. Equilibrium fast trading;Biais;J. Financ. Econ.,2015

Cited by 4 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. Frequent batch auction versus continuous time auction under order cancellation and maker‐taker fee;International Journal of Finance & Economics;2024-01-20

2. Liquid speed: A micro-burst fee for low-latency exchanges;Journal of Financial Markets;2022-09

3. Frequent Batch Auctions and Informed Trading;SSRN Electronic Journal;2022

4. Do Speed Bumps Curb Speed Investment? Evidence from a Pilot Experiment;SSRN Electronic Journal;2019

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