High frequency trading: an overview
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References listed on IDEAS
- Reginald D. Smith, 2010. "Is high-frequency trading inducing changes in market microstructure and dynamics?," Papers 1006.5490, arXiv.org, revised Sep 2010.
- Didier SORNETTE & Susanne VON DER BECKE, 2011. "Crashes and High Frequency Trading," Swiss Finance Institute Research Paper Series 11-64, Swiss Finance Institute.
- Didier SORNETTE & Susanne VON DER BECKE, 2011. "Crashes and High Frequency Trading," Swiss Finance Institute Research Paper Series 11-63, Swiss Finance Institute.
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More about this item
Keywords
high frequency trading;JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2013-10-25 (Market Microstructure)
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