The causal impact of algorithmic trading on market quality
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Cited by:
- Dubey, Ritesh Kumar & Chauhan, Yogesh & Syamala, Sudhakara Reddy, 2017. "Evidence of algorithmic trading from Indian equity market: Interpreting the transaction velocity element of financialization," Research in International Business and Finance, Elsevier, vol. 42(C), pages 31-38.
- Nidhi Aggarwal & Venkatesh Panchapagesan & Susan Thomas, 2019.
"When do regulatory interventions work?,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2019-011, Indira Gandhi Institute of Development Research, Mumbai, India.
- Nidhi Aggarwal & Venkatesh Panchapagesan & Susan Thomas, 2019. "When do regulatory interventions work?," Working Papers id:13040, eSocialSciences.
- Mestel, Roland & Murg, Michael & Theissen, Erik, 2018.
"Algorithmic trading and liquidity: Long term evidence from Austria,"
Finance Research Letters, Elsevier, vol. 26(C), pages 198-203.
- Roland Mestel & Michael Murg & Erik Theissen, 2018. "Algorithmic Trading and Liquidity: Long Term Evidence from Austria," Working Paper Series, Social and Economic Sciences 2018-03, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
- Syamala, Sudhakara Reddy & Wadhwa, Kavita, 2020. "Trading performance and market efficiency: Evidence from algorithmic trading," Research in International Business and Finance, Elsevier, vol. 54(C).
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More about this item
Keywords
Electronic limit order book markets; matching; difference-in-difference; efficiency; liquidity; volatility; flash crashes;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2014-09-25 (Market Microstructure)
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