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Paper Funded by OFR Grant Examines High-Frequency Trading and Large Datasets

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  • Greg Feldberg

Abstract

A recent paper funded by the OFR through its joint grant program with the National Science Foundation offers insights into the impact on the financial system of high-frequency trading, contributes to developing technologies for working with large datasets, and fosters understanding of market liquidity.

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Handle: RePEc:ofr:ofrblg:15-02
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File URL: https://www.financialresearch.gov/the-ofr-blog/2015/05/05/paper-funded-ofr-grant-examines-high-frequency-trading/
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