High-frequency trading in the stock market and the costs of options market making
Author:
Funder
Economic and Social Research Council
Deutsche Forschungsgemeinschaft
Publisher
Elsevier BV
Reference58 articles.
1. High frequency market making: The role of speed;Ait-Sahalia;J. Econometrics,2024
2. Quantifying the high-frequency trading “arms race”;Aquilina;Q. J. Econ.,2022
3. Informed options trading before corporate events;Augustin;Annu. Rev. Finan. Econ.,2020
4. Risk and return in high-frequency trading;Baron;J. Financ. Quant. Anal.,2019
5. Regulatory uncertainty and market liquidity: The 2008 short sale ban’s impact on equity option markets;Battalio;J. Finance,2011
Cited by 2 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. Explainable machine learning for high frequency trading dynamics discovery;Information Sciences;2024-12
2. Can Machine Learning Unlock New Insights into High-Frequency Trading?;SSRN Electronic Journal;2024
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