A Dysfunctional Role Of High Frequency Trading In Electronic Markets
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DOI: 10.1142/S0219024912500227
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- Terrence Hendershott & Ryan Riordan, 2009. "Algorithmic Trading and Information," Working Papers 09-08, NET Institute, revised Aug 2009.
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Keywords
High frequency traders; algorithmic traders; electronic trading; arbitrage opportunities; martingale measures;All these keywords.
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