High Frequency Trading and the New-Market Makers
AbstractThis paper links the recent fragmentation in equity trading to high frequency traders (HFTs). It shows how
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Bibliographic InfoPaper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 11-076/2/DSF21.
Date of creation: 10 May 2011
Date of revision: 15 Aug 2011
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high-frequency trading; market maker; multiple markets;
Find related papers by JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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