An Examination of the Strategic Behavior of High-Frequency Traders (HFTs)

Projekt Start: 01/2016
Status: Fortlaufend
Forscher: Loriana Pelizzon, Ryan Riordan, Satchit Sagade, Marti Subrahmanyam, Jun Uno, Jan Viebig, Christian Westheide
Kategorie: Financial Markets, Systemic Risk Lab
Finanziert von: LOEWE

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

Zugehörige Working Papers

Nr. Autor(en) Titel Jahr Forschungs­bereich 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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