An ecological/evolutionary perspective on high-frequency trading
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DOI: 10.1080/20430795.2014.883300
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- Jonathan Brogaard & Terrence Hendershott & Ryan Riordan, 2014.
"High-Frequency Trading and Price Discovery,"
The Review of Financial Studies, Society for Financial Studies, vol. 27(8), pages 2267-2306.
- Brogaard, Jonathan & Hendershott, Terrence & Riordan, Ryan, 2013. "High frequency trading and price discovery," Working Paper Series 1602, European Central Bank.
- Elena Esposito, 2011. "The Future of Futures," Books, Edward Elgar Publishing, number 13975.
- Gençay, Ramazan & Dacorogna, Michel & Muller, Ulrich A. & Pictet, Olivier & Olsen, Richard, 2001. "An Introduction to High-Frequency Finance," Elsevier Monographs, Elsevier, edition 1, number 9780122796715.
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- Maria Carolina Rezende de Carvalho Ferreira & Vinicius Amorim Sobreiro & Herbert Kimura & Flavio Luiz de Moraes Barboza, 2016. "A systematic review of literature about finance and sustainability," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 6(2), pages 112-147, April.
- Gianluca P. M. Virgilio & Manuel Ernesto Paz López, 2024. "Revisiting noise—Fischer Black’s noise at the time of high-frequency trading," Risk Management, Palgrave Macmillan, vol. 26(4), pages 1-22, December.
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