Does algorithmic trading improve liquidity?

Journal of Finance

Volumn 66, Issue 1, 2011, Pages 1-33

  Hendershott, Terrence ^a   Jones, Charles M ^b   Menkveld, Albert J ^c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b The Sanford C Bernstein Co Center for Leadership and Ethics   (United States)

^c VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 78650971884     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.2010.01624.x     Document Type: Article

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