Interactions among High-Frequency Traders
(2017)
Journal Article
Benos, E., Brugler, J., Hjalmarsson, E., & Zikes, F. (2017). Interactions among High-Frequency Traders. Journal of Financial and Quantitative Analysis, 52(4), 1375-1402. https://doi.org/10.1017/S0022109017000485
Using unique transactions data for individual high-frequency trading (HFT) firms in the U.K. equity market, we examine the extent to which the trading activity of individual HFT firms is correlated with each other and the impact on price efficiency.... Read More about Interactions among High-Frequency Traders.