What is the Optimal Trading Frequency in Financial Markets?
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/restud/article-pdf/doi/10.1093/restud/rdx006/10856486/rdx006.pdf
Reference23 articles.
1. “Demand Reduction, Inefficiency and Revenues in Multi-Unit Auctions;Review of Economic Studies,2014
2. “Equilibrium Fast Trading;Journal of Financial Economics,2015
3. “High-Frequency Trading and Price Discovery”;Review of Financial Studies,2014
4. “The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response”;Quarterly Journal of Economics,2015
5. “High Frequency Trading and Fragility”,2016
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