Optimal make–take fees for market making regulation
Author:
Affiliation:
1. CMAP Ecole Polytechnique, Paris Palaiseau France
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/mafi.12295
Reference34 articles.
1. Understanding the Stakes of High-Frequency Trading
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4. Bellia M.(2017).High‐frequency market making: Liquidity provision adverse selection and competition. SSRN paper.
5. Brolley M. &Malinova K.(2013).Informed trading and maker‐taker fees in a low‐latency limit order market. Available at SSRN 2178102.
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