High frequency market making during stressed periods
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DOI: 10.1016/j.iref.2023.05.001
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Cited by:
- Ge, Hengshun & Yang, Haijun & Doukas, John A., 2024. "The optimal strategies of competitive high-frequency traders and effects on market liquidity," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 653-679.
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More about this item
Keywords
High frequency trading; Market making; Adverse selection; Price discrimination; Speed limit policy;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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