Market conditions, fragility, and the economics of market making-Reference-Cited by-同舟云学术

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Market conditions, fragility, and the economics of market making

Published:2016-08 Issue:2 Volume:121 Page:327-349
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Anand Amber,Venkataraman Kumar

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference37 articles.

1. Leverage, moral hazard, and liquidity;Acharya;Journal of Finance,2011

2. High frequency trading and end-of-day price dislocation;Aitken;Journal of Banking and Finance,2015

3. Make-take structure and market quality: evidence from the US options markets;Anand;Management Science,,2015

4. Paying for market quality;Anand;Journal of Financial and Quantitative Analysis,2009

5. The trading profits of high-frequency trades;Baron,2012

Cited by 74 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. Proprietary algorithmic traders and liquidity supply during the pandemic;Finance Research Letters;2024-03

2. ESG investment preference and fund vulnerability;International Review of Financial Analysis;2024-01

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

4. The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions;International Review of Financial Analysis;2023-10

5. High frequency market making during stressed periods;International Review of Economics & Finance;2023-09

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