Ultra-fast activity and intraday market quality
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DOI: 10.1016/j.jbankfin.2018.12.003
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- Ramos, Henrique Pinto & Righi, Marcelo Brutti, 2020. "Liquidity, implied volatility and tail risk: A comparison of liquidity measures," International Review of Financial Analysis, Elsevier, vol. 69(C).
- Ramos, Henrique Pinto & Perlin, Marcelo Scherer, 2020. "Does algorithmic trading harm liquidity? Evidence from Brazil," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
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Keywords
High-Frequency trading; HFT; Algorithmic trading; Market quality; Low latency; Intraday trading; Spoofing; Fleeting orders; Quote stuffing;All these keywords.
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