Jean-Philippe Serbera

Personal Details

First Name:	Jean-Philippe
Middle Name:
Last Name:	Serbera
Suffix:
RePEc Short-ID:	pse615
	[This author has chosen not to make the email address public]

Affiliation

Sheffield Business School
Sheffield Hallam University

Sheffield, United Kingdom
http://www.shu.ac.uk/sbs/
RePEc:edi:sbshuuk (more details at EDIRC)

Citations

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Working papers

1. Fry, John & Serbera, Jean-Philippe, 2017. "Modelling and mitigation of Flash Crashes," MPRA Paper 82457, University Library of Munich, Germany.

   Cited by:

   1. Virgilio, Gianluca Piero Maria, 2020. "When spread bites fast – Volatility and wide bid-ask spread in a mixed high-frequency and low-frequency environment," Research in International Business and Finance, Elsevier, vol. 51(C).

Articles

1. Serbera, Jean-Philippe & Paumard, Pascal, 2016. "The fall of high-frequency trading: A survey of competition and profits," Research in International Business and Finance, Elsevier, vol. 36(C), pages 271-287.

   Cited by:

   1. Liu, Wei, 2021. "Can HFT profit in Chinese stock market?," Economics Letters, Elsevier, vol. 209(C).
   2. Bazzana, Flavio & Collini, Andrea, 2020. "How does HFT activity impact market volatility and the bid-ask spread after an exogenous shock? An empirical analysis on S&P 500 ETF," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
   3. Virgilio, Gianluca Piero Maria, 2020. "When spread bites fast – Volatility and wide bid-ask spread in a mixed high-frequency and low-frequency environment," Research in International Business and Finance, Elsevier, vol. 51(C).
   4. Yergeau, Gabriel, 2016. "Profitability and Market Quality of High Frequency Market-makers: An Empirical Investigation," Working Papers 16-3, HEC Montreal, Canada Research Chair in Risk Management.
   5. Martín García, Rodrigo & Ventura Pérez, Enrique & Arguedas Sanz, Raquel, 2020. "Temporal optimisation of signals emitted automatically by securities exchange indicators," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
   6. Tobias Braun & Jonas A Fiegen & Daniel C Wagner & Sebastian M Krause & Thomas Guhr, 2018. "Impact and recovery process of mini flash crashes: An empirical study," PLOS ONE, Public Library of Science, vol. 13(5), pages 1-11, May.
   7. Hayashi, Takaki & Nishide, Katsumasa, 2024. "Strategic liquidity provision in high-frequency trading," International Review of Financial Analysis, Elsevier, vol. 93(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-COM: Industrial Competition (1) 2017-11-05
2. NEP-MST: Market Microstructure (1) 2017-11-19
3. NEP-RMG: Risk Management (1) 2017-11-19
4. NEP-SPO: Sports and Economics (1) 2017-11-19

Corrections

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