A dysfunctional role of high frequency trading in electronic markets

International Journal of Theoretical and Applied Finance

Volumn 15, Issue 3, 2012, Pages

  Jarrow, Robert A ^a,b   Protter, Philip ^c  

^a The Samuel Curtis Johnson Graduate School of Management   (United States)

^b Kamakura Corporation   (United States)

^c Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

algorithmic traders; arbitrage opportunities; electronic trading; High frequency traders; martingale measures

Indexed keywords

EID: 84861858542     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024912500227     Document Type: Article

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