Results 11 to 20 of about 30,305 (249)
High-frequency trading and networked markets. [PDF]
Proc Natl Acad Sci U S A, 2021 Significance During the last two decades, technological innovation and regulatory requirements have deeply changed the way financial markets work. Today, financial markets are characterized by the presence of high-frequency traders (able to perform financial transactions at a submillisecond time scale) and market fragmentation.
Musciotto F, Piilo J, Mantegna RN.
europepmc +5 more sources
High Frequency Trading and Fragility [PDF]
SSRN Electronic Journal, 2016 We show that limited dealer participation in the market, coupled with an informational friction resulting from high frequency trading, can induce demand for liquidity to be upward sloping and strategic complementarities in traders' liquidity consumption decisions: traders demand more liquidity when the market becomes less liquid, which in turn makes ...
Cespa, Giovanni, Vives, Xavier
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High-Frequency Trading Competition [PDF]
SSRN Electronic Journal, 2014 Les auteurs analysent la dynamique des échanges après que des entreprises qui font des transactions à haute fréquence eurent commencé successivement à négocier des titres sur le marché des actions. Les nouveaux venus rivalisent avec les acteurs déjà présents pour obtenir plus de volume, ce qui entraîne un effet d’éviction.
Brogaard, Jonathan +2 more
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High-Frequency Trading and Institutional Trading Costs [PDF]
SSRN Electronic Journal, 2018 Au moyen de données relatives au marché des contrats à terme sur obligations du Canada, nous examinons les interactions entre les opérateurs qui pratiquent la négociation à haute fréquence et les investisseurs institutionnels qui prennent d’importantes positions sur ces contrats.
Chen, Marie, Garriott, Corey
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High-Frequency Trading and Price Discovery [PDF]
Review of Financial Studies, 2013 We examine the role of high-frequency traders (HFTs) in price discovery and price efficiency. Overall HFTs facilitate price efficiency by trading in the direction of permanent price changes and in the opposite direction of transitory pricing errors, both on average and on the highest volatility days.
Jonathan Brogaard +2 more
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Heterogeneous Criticality in High Frequency Finance: A Phase Transition in Flash Crashes
Entropy, 2022 Flash crashes in financial markets have become increasingly important, attracting attention from financial regulators, market makers as well as from the media and the broader audience.
Jeremy D. Turiel, Tomaso Aste
doaj +1 more source
Quantitative Finance, 2015 A good place to start the review of High-Frequency Trading are the following two quotes, both from Prof.
François-Serge Lhabitant +1 more
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A Decision Support System for Trading in Apple Futures Market Using Predictions Fusion
IEEE Access, 2021 In the last decade, High-Frequency Trading (HFT) has become a popular issue in the futures market, which has attracted much attention from numerous researchers.
Shangkun Deng +6 more
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CONCEPTUAL APPROACHES TO HIGH-FREQUENCY TRADING IDENTIFICATION
Вестник Российского экономического университета имени Г. В. Плеханова, 2017 The article deals with the conceptual approaches to the High Frequency Trading identification in order to allocate set of features that enable to separate High Frequency Trading from other forms of exchange activities. At today's exchange trading HFT has
Ruslan R. Iskyandyarov
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A comprehensive study on bid-ask spread and its determinants in India
Cogent Economics & Finance, 2021 Determinants of bid-ask spread have been explored significantly for low-frequency datasets in many developed markets. Researchers have identified share price, traded volume, market–capitalization, return volatility, and number of trades as the prime ...
Aritra Pan, Arun Kumar Misra
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