---
title: Algorithmic Trading and NYSE Hybrid Market
url: https://www.ml-quant.com/papers/repec/eee-finmar-v-69-y-2024-i-c-s1386418124000272/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000272
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1386418124000272%3Bh%3Drepec%3Aeee%3Afinmar%3Av%3A69%3Ay%3A2024%3Ai%3Ac%3As1386418124000272
featured: 2024-06-12
citations: unknown
topic: Trading, Microstructure & Execution
---


# Algorithmic Trading and NYSE Hybrid Market

The study suggests that the rise in algorithmic trading with the NYSE Hybrid Market introduction has enhanced market efficiency by using both market and limit order flows information.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1386418124000272%3Bh%3Drepec%3Aeee%3Afinmar%3Av%3A69%3Ay%3A2024%3Ai%3Ac%3As1386418124000272
- Identifier: RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000272
- Released: 2024-06-12
- First featured: Quant Letter No. 53 (2024-06-12): https://www.ml-quant.com/issues/2024-06-12/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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