ML-QuantSubscribe

RePEcTrading, Microstructure & Execution

HighFrequency Trading Impact

The paper discusses the effects of high-frequency trading on market factors like volatility, transaction costs, and liquidity, indicating varied opinions in the financial sector.

Featured in No. 116 on 24 Oct 2025 ·

Released
5 Jan 2019
First featured
No. 116 · 24 Oct 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
90
Identifier
RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00331-6

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page