Can HFT profit in Chinese stock market?
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DOI: 10.1016/j.econlet.2021.110115
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Cited by:
- Shiqi Gong & Shuaiqiang Liu & Danny D. Sun, 2023. "Optimal Market Making in the Chinese Stock Market: A Stochastic Control and Scenario Analysis," Papers 2306.02764, arXiv.org.
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More about this item
Keywords
High-frequency trading (HFT); HFT detection; Profitability; Chinese stock market;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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