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Implications of High-Frequency Trading for Security Markets. (2018). LINTON, OLIVER ; Mahmoodzadeh, S.
In: Cambridge Working Papers in Economics.
RePEc:cam:camdae:1802.

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  1. A wavelet method for panel models with jump discontinuities in the parameters. (2022). Sickles, R C ; Gualtieri, J ; Mensinger, T ; Liebl, D ; Kneip, A ; Bada, O.
    In: Journal of Econometrics.
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  2. Reshaping financial systems: The role of ICT in the diffusion of financial innovations – Recent evidence from European countries. (2021). Lechman, Ewa ; Marszk, Adam.
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  3. Information shares and market quality before and during the European sovereign debt crisis. (2021). Papavassiliou, Vassilios ; Kinateder, Harald.
    In: Journal of International Financial Markets, Institutions and Money.
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  4. A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters. (2021). Kneip, Alois ; Bada, Oualid ; Sickles, Robin C ; Gualtieri, James ; Mensinger, Tim ; Liebl, Dominik.
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  5. .

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  6. High-Frequency Trading and Systemic Risk: A Structured Review of Findings and Policies. (2020). Sánchez Serrano, Antonio ; Antonio, Sanchez Serrano.
    In: Review of Economics.
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  7. Does algorithmic trading harm liquidity? Evidence from Brazil. (2020). Perlin, Marcelo Scherer ; Ramos, Henrique Pinto.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301406.

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  8. High-frequency trading: a literature review. (2019). Maria, Gianluca Piero.
    In: Financial Markets and Portfolio Management.
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  9. High frequency trading, price discovery and market efficiency in the FTSE100. (2019). Kwabi, Frank ; Leone, Vitor.
    In: Economics Letters.
    RePEc:eee:ecolet:v:181:y:2019:i:c:p:174-177.

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  11. Strategic Speed Choice by High-Frequency Traders under Speed Bumps. (2019). Aoyagi, Jun.
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  12. Competing on Speed. (2018). PHILIPPON, Thomas ; Pagnotta, Emiliano S.
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  16. Implications of High-Frequency Trading for Security Markets. (2018). LINTON, OLIVER ; Mahmoodzadeh, S.
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  18. Trading Fast and Slow: The Role Of Deliberation In Experimental Financial Markets. (2016). Rizzolli, Matteo ; Ploner, Matteo ; Ferri, Giovanni.
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  20. Rock around the clock: an agent-based model of low- and high-frequency trading. (2014). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Leal, Sandrine Jacob.
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  21. High-Frequency Trading Competition. (2014). Garriott, Corey ; Pomeranets, Anna ; Brogaard, Jonathan.
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