Strategic liquidity provision in high-frequency trading
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DOI: 10.1016/j.irfa.2024.103168
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More about this item
Keywords
High-frequency trading; Market microstructure; Strategic liquidity provision;All these keywords.
JEL classification:
- D43 - Microeconomics - - Market Structure, Pricing, and Design - - - Oligopoly and Other Forms of Market Imperfection
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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