An examination of the strategic behavior of high-frequency traders (HFTs)

Project Start: 01/2016
Status: Ongoing
Researchers: Loriana Pelizzon, Ryan Riordan, Satchit Sagade, Marti Subrahmanyam, Jun Uno, Christian Westheide
Category: Financial Markets, Systemic Risk Lab

This project is part of the team project "Complex Markets: Regulation and Incentives in Secondary Market Design".

Related Working Papers

No. Author/s Title Year Research Area Keywords
144 Mario Bellia, Loriana Pelizzon, Marti Subrahmanyam, Jun Uno, Darya Yuferova Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods 2016 Financial Markets, Systemic Risk Lab High-Frequency Traders (HFTs), Pre-Opening, Opening Call Auction, Price Discovery, Liquidity provision.

 

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