High-Frequency Trading: Implications for Markets, Regulators, and Efficiency

被引：0
|
作者：
Muthuswamy, Jayaram [1 ]
Palmer, John [2 ]
Richie, Nivine [3 ]
Webb, Robert [4 ,5 ]
机构：
[1] Kent State Univ, Finance, Kent, OH 44242 USA
[2] Kent State Univ, Financial Engn Program, Kent, OH 44242 USA
[3] Univ North Carolina Wilmington, Finance, Wilmington, NC USA
[4] Univ Virginia, Commerce, Charlottesville, VA USA
[5] KAIST Business Sch, Finance, Seoul, South Korea
来源：
JOURNAL OF TRADING | 2011年 / 6卷 / 01期
关键词：
D O I：
10.3905/jot.2011.6.1.087
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：87 / 97
页数：11
相关论文
共 50 条
  • [1] Implications of High-Frequency Trading for Security Markets
    Linton, Oliver
    Mahmoodzadeh, Soheil
    [J]. ANNUAL REVIEW OF ECONOMICS, VOL 10, 2018, 10 : 237 - 259
  • [2] High-frequency trading and networked markets
    Musciotto, Federico
    Piilo, Jyrki
    Mantegna, Rosario N.
    [J]. PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 2021, 118 (26)
  • [3] The implications of high-frequency trading on market efficiency and price discovery
    Manahov, Viktor
    Hudson, Robert
    [J]. APPLIED ECONOMICS LETTERS, 2014, 21 (16) : 1148 - 1151
  • [4] The Impact of High-Frequency Trading in Experimental Markets
    Berger, Nathanael
    DeSantis, Mark
    Porter, David
    [J]. JOURNAL OF INVESTING, 2020, 29 (04): : 7 - 18
  • [5] Is high-frequency trading tiering the financial markets?
    Virgilio, Gianluca
    [J]. RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2017, 41 : 158 - 171
  • [6] High-Frequency Trading and Its Impact on Markets
    O'Hara, Maureen
    [J]. FINANCIAL ANALYSTS JOURNAL, 2014, 70 (03) : 18 - 27
  • [7] High-frequency trading and conflict in the financial markets
    Cooper, Ricky
    Seddon, Jonathan
    Van Vliet, Ben
    [J]. JOURNAL OF INFORMATION TECHNOLOGY, 2017, 32 (03) : 270 - 282
  • [8] High-frequency trading and its role in fragmented markets
    Haferkorn, Martin
    [J]. JOURNAL OF INFORMATION TECHNOLOGY, 2017, 32 (03) : 283 - 296
  • [9] High-frequency trading: Inverse relationship of the financial markets
    Shafi, Khuram
    Latif, Natasha
    Shad, Shafqat Ali
    Idrees, Zahra
    [J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 527
  • [10] High-frequency quoting, trading, and the efficiency of prices
    Conrad, Jennifer
    Wahal, Sunil
    Xiang, Jin
    [J]. JOURNAL OF FINANCIAL ECONOMICS, 2015, 116 (02) : 271 - 291
12345