When is the order-to-trade ratio fee effective?-Reference-Cited by-同舟云学术

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When is the order-to-trade ratio fee effective?

Published:2023-01 Issue: Volume:62 Page:100762
ISSN:1386-4181
Container-title:Journal of Financial Markets
language:en
Short-container-title:Journal of Financial Markets

Author:

Aggarwal Nidhi,Panchapagesan Venkatesh^ORCID,Thomas Susan^ORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference60 articles.

1. Aggarwal, N., Thomas, S., 2014. The causal impact of algorithmic trading on market quality. Working Paper, IGIDR WP, pp. 2014–2023.

2. When stock futures dominate price discovery;Aggarwal;J. Futures Mark.,2019

3. High frequency market making: Implications for liquidity;Ait-Sahalia,2017

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

5. Speed segmentation on exchanges: Competition for slow flow;Anderson;J. Financial Mark.,2021

Cited by 1 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. High-frequency traders’ evolving role as market makers;Pacific-Basin Finance Journal;2023-12

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