Fast traders make a quick buck: The role of speed in liquidity provision

Author:

Baldauf Markus,Mollner Joshua

Funder

Stanford University Stanford Institute for Economic Policy Research

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference46 articles.

1. Equity trading in the 21st century: an update;Angel;Q. J. For.,2015

2. “Quantifying the high-frequency trading “arms race”: a simple new methodology and estimates;Aquilina,2020

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

4. Trading in fragmented markets;Baldauf;J. Financ. Quant. Anal.,2021

5. Economic news and bond prices: evidence from the U.S. Treasury market;Balduzzi;J. Financ. Quant. Anal.,2001

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