High frequency market making during stressed periods
Author:
Funder
Social Sciences and Humanities Research Council of Canada
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference34 articles.
1. Market conditions, fragility, and the economics of market making;Anand;Journal of Financial Economics,2016
2. Equity trading in the 21st century;Angel;Quarterly Journal of Finance,2011
3. Equilibrium fast trading;Biais;Journal of Financial Economics,2015
4. High frequency trading and extreme price movements;Brogaard;Journal of Financial Economics,2018
5. Order-flow segmentation, liquidity, and price discovery: The role of latency delays;Brolley;Journal of Financial and Quantitative Analysis,2020
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1. ETF ownership and stock liquidity: evidence from China;Asia-Pacific Journal of Accounting & Economics;2024-04-30
2. The optimal strategies of competitive high-frequency traders and effects on market liquidity;International Review of Economics & Finance;2024-03
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