High-frequency trading and price discovery

Review of Financial Studies

Volumn 27, Issue 8, 2014, Pages 2267-2306

  Brogaard, Jonathan ^a   Hendershott, Terrence ^b   Riordan, Ryan ^c  

^a UNIVERSITY OF WASHINGTON   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c UNIVERSITY OF ONTARIO INSTITUTE OF TECHNOLOGY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84900396608     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhu032     Document Type: Article

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