Throttling hyperactive robots - Message to trade ratios at the Oslo Stock Exchange
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Friederich, Sylvain & Payne, Richard, 2015. "Order-to-trade ratios and market liquidity," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 214-223.
- Clapham, Benjamin & Gomber, Peter & Panz, Sven, 2017. "Coordination of circuit breakers? Volume migration and volatility spillover in fagmented markets," SAFE Working Paper Series 196, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
- Meling, Tom Grimstvedt & Odegaard, Bernt Arne, 2016. "Tick Size Wars," UiS Working Papers in Economics and Finance 2016/15, University of Stavanger.
More about this item
KeywordsHigh Frequency Trading; Regulation; Message to Trade Ratio; Order to Trade Ratio;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G20 - Financial Economics - - Financial Institutions and Services - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-03-01 (All new papers)
- NEP-CFN-2014-03-01 (Corporate Finance)
- NEP-FMK-2014-03-01 (Financial Markets)
- NEP-MST-2014-03-01 (Market Microstructure)
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