High-frequency trading and market quality: The case of a “slightly exposed” market
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DOI: 10.1016/j.irfa.2021.102004
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- Karkowska, Renata & Palczewski, Andrzej, 2023. "Does high-frequency trading actually improve market liquidity? A comparative study for selected models and measures," Research in International Business and Finance, Elsevier, vol. 64(C).
- Olgun, Onur & Ekinci, Cumhur & Arıkan, Ramazan, 2024. "The performance of selected high-frequency trading proxies: An application on Turkish index futures market," Finance Research Letters, Elsevier, vol. 65(C).
- (Meni) Abudy, Menachem & Gildin, Ilan & Mugerman, Yevgeny, 2022. "Do computerized traders follow social norms? Evidence from the holocaust remembrance moment of silence," Finance Research Letters, Elsevier, vol. 48(C).
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More about this item
Keywords
High-frequency trading (HFT); Liquidity provision; Volatility; Returns; Borsa Istanbul;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
Statistics
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