High-frequency traders’ evolving role as market makers

Author:

Banerjee AnirbanORCID,Roy Prince

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference37 articles.

1. Message traffic and short-term illiquidity in high-speed markets;Abad,2022

2. When is the order-to-trade ratio fee effective?;Aggarwal;J. Financial Mark.,2023

3. Market conditions, fragility, and the economics of market making;Anand;J. Financ. Econ.,2016

4. Quantifying the high-frequency trading arms race;Aquilina;Q. J. Econ.,2022

5. Does trade size restriction affect trading behavior? evidence from indian single stock futures market;Banerjee;J. Futures Mark.,2020

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