High‐frequency trading order cancellations and market quality: Is stricter regulation the answer?-Reference-Cited by-同舟云学术

High‐frequency trading order cancellations and market quality: Is stricter regulation the answer?

Published:2020-07-26 Issue:4 Volume:26 Page:5385-5407
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Manahov Viktor¹^ORCID

Affiliation:

1. University of York York UK

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2071

Reference65 articles.

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3. The Sharpe ratio efficient frontier

4. Baron M. Brogaard J. &Kirilenko A.(2012).The trading profits of high‐frequency traders(Working paper University of Chicago).

5. Beers B.(2019). Market Order vs. Limit Order: What's the Difference? [online]. Retrieved fromhttps://www.investopedia.com/ask/answers/100314/whats-difference-between-market-order-andlimit-order.asp. Accessed on 11/10/2019

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