Make-take decisions under high-frequency trading competition-Reference-Cited by-同舟云学术

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Make-take decisions under high-frequency trading competition

Published:2019-09 Issue: Volume:45 Page:1-18
ISSN:1386-4181
Container-title:Journal of Financial Markets
language:en
Short-container-title:Journal of Financial Markets

Author:

Bernales Alejandro

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference42 articles.

1. High Frequency Market Making: Implications for Liquidity;Ait-Sahalia,2016

2. High Frequency Market Making: Optima Quoting;Ait-Sahalia,2017

3. Pricing and Liquidity with Sticky Trading Plans;Biais,2012

4. Equilibrium high frequency trading;Biais;J. Financ. Econ.,2015

5. The competitive landscape of high-frequency trading firms;Boehmer;Rev. Financ. Stud.,2018

Cited by 20 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. Competition among high-frequency traders and market quality;Journal of Economic Dynamics and Control;2024-09

2. The optimal strategies of competitive high-frequency traders and effects on market liquidity;International Review of Economics & Finance;2024-03

3. Welfare and Gains from Trade in Dark Pools;SSRN Electronic Journal;2024

4. Identification of high-frequency trading: A machine learning approach;Research in International Business and Finance;2023-10

5. High-Frequency Trading and Price Efficiency: A Unified Model;2023

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