The optimal strategies of competitive high-frequency traders and effects on market liquidity
Author:
Funder
National Natural Science Foundation of China
Science and Technology Program of Guizhou Province
Publisher
Elsevier BV
Reference46 articles.
1. Trade size, high-frequency trading, and colocation around the world;Aitken;The European Journal of Finance,2017
2. High-frequency trading and market performance;Baldauf;The Journal of Finance,2020
3. Risk and return in high-frequency trading;Baron;Journal of Financial and Quantitative Analysis,2019
4. Information precision, transaction costs, and trading volume;Barron;Journal of Banking & Finance,2004
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