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Liquidity commonality and high frequency trading: Evidence from the French stock market

Author

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  • Panagiotis Anagnostidis

    (Institut europlace de finance)

  • Patrice Fontaine

Abstract

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Suggested Citation

  • Panagiotis Anagnostidis & Patrice Fontaine, 2020. "Liquidity commonality and high frequency trading: Evidence from the French stock market," Post-Print hal-03062612, HAL.
    • Handle: RePEc:hal:journl:hal-03062612
    DOI: 10.1016/j.irfa.2019.101428
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    Cited by:

    1. Eichfelder, Sebastian & Noack, Mona & Noth, Felix, 2022. "The impact of financial transaction taxes on stock markets: Short-run effects, long-run effects, and reallocation of trading activity," IWH Discussion Papers 12/2022, Halle Institute for Economic Research (IWH).
    2. Priyanka Naik & Y. V. Reddy, 2021. "Stock Market Liquidity: A Literature Review," SAGE Open, , vol. 11(1), pages 21582440209, January.
    3. Karkowska, Renata & Palczewski, Andrzej, 2023. "Does high-frequency trading actually improve market liquidity? A comparative study for selected models and measures," Research in International Business and Finance, Elsevier, vol. 64(C).
    4. Ekinci, Cumhur & Ersan, Oğuz, 2022. "High-frequency trading and market quality: The case of a “slightly exposed” market," International Review of Financial Analysis, Elsevier, vol. 79(C).
    5. Baker, H. Kent & Kumar, Satish & Goyal, Kirti & Sharma, Anuj, 2021. "International review of financial analysis: A retrospective evaluation between 1992 and 2020," International Review of Financial Analysis, Elsevier, vol. 78(C).

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