High-frequency trading in the stock market and the costs of option market making
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More about this item
Keywords
market microstructure; high-frequency trading; options market-making; hedging; liquidity;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G00 - Financial Economics - - General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2023-07-24 (Market Microstructure)
- NEP-RMG-2023-07-24 (Risk Management)
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