The Impact of High-Frequency Trading on Market Volatility

被引：2
|
作者：
Virgilio, Gianluca [1 ]
机构：
[1] Univ Hertfordshire, Social Sci Arts & Humanities Res Inst, Hatfield, Herts, England
来源：
JOURNAL OF TRADING | 2016年 / 11卷 / 02期
关键词：
D O I：
10.3905/jot.2016.11.2.055
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：55 / 63
页数：9
相关论文
共 50 条
  • [1] High-Frequency Trading and Price Volatility in the Paris Euronext Stock Market
    Hruska, Juraj
    Deev, Oleg
    [J]. EUROPEAN FINANCIAL SYSTEM 2016: PROCEEDINGS OF THE 13TH INTERNATIONAL SCIENTIFIC CONFERENCE, 2016, : 249 - 255
  • [2] Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity
    Yagi, Isao
    Masuda, Yuji
    Mizuta, Takanobu
    [J]. IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2020, 7 (06) : 1324 - 1334
  • [3] High-Frequency Trading and Market Performance
    Baldauf, Markus
    Mollner, Joshua
    [J]. JOURNAL OF FINANCE, 2020, 75 (03): : 1495 - 1526
  • [4] High-frequency trading, stock volatility, and intraday crashes
    Ben Ammar, Imen
    Hellara, Slaheddine
    [J]. QUARTERLY REVIEW OF ECONOMICS AND FINANCE, 2022, 84 : 337 - 344
  • [5] The Impact of High-Frequency Trading on Australian Futures Market Liquidity and Efficiency
    Heng, Panha
    Niblock, Scott J.
    Harrison, Jennifer L.
    Hu, Hansi
    [J]. JOURNAL OF DERIVATIVES, 2020, 27 (04): : 51 - 76
  • [6] Flow toxicity of high-frequency trading and its impact on price volatility: Evidence from the KOSPI 200 futures market
    Kang, Jangkoo
    Kwon, Kyung Yoon
    Kim, Wooyeon
    [J]. JOURNAL OF FUTURES MARKETS, 2020, 40 (02) : 164 - 191
  • [7] Optimal high-frequency trading with limit and market orders
    Guilbaud, Fabien
    Huyen Pham
    [J]. QUANTITATIVE FINANCE, 2013, 13 (01) : 79 - 94
  • [8] The Flash Crash: High-Frequency Trading in an Electronic Market
    Kirilenko, Andrei
    Kyle, Albert S.
    Samadi, Mehrdad
    Tuzun, Tugkan
    [J]. JOURNAL OF FINANCE, 2017, 72 (03): : 967 - 998
  • [9] The Impact of High-Frequency Trading in Experimental Markets
    Berger, Nathanael
    DeSantis, Mark
    Porter, David
    [J]. JOURNAL OF INVESTING, 2020, 29 (04): : 7 - 18
  • [10] High-Frequency Trading and Its Impact on Markets
    O'Hara, Maureen
    [J]. FINANCIAL ANALYSTS JOURNAL, 2014, 70 (03) : 18 - 27
12345