Where is the value in high frequency trading?

Quarterly Journal of Finance

Volumn 2, Issue 3, 2012, Pages

  Cartea, Álvaro ^a   Penalva, José ^a  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

Author keywords

execution costs; flash trading; High frequency traders; high frequency trading; institutional investors; liquidity traders; market microstructure; market quality; microstructure volatility

Indexed keywords

EID: 84886308025     PISSN: 20101392     EISSN: 20101406     Source Type: Journal    
DOI: 10.1142/S2010139212500140     Document Type: Article

References (14)

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