The optimal bid-ask price strategies of high-frequency trading and the effect on market liquidity
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DOI: 10.1016/j.ribaf.2020.101194
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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; Optimal strategies; Stable bid-ask spread; Market liquidity;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G40 - Financial Economics - - Behavioral Finance - - - General
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