The relatively recent phenomenon of high-frequency trading has had a profound impact on
the micro-structure of financial markets. Several authors hailed it as a provider of liquidity …

Purpose The purpose of this paper is to provide the current state of knowledge about the
Flash Crash. It has been one of the remarkable events of the decade and its causes are still …

In this study, we explore the linkage between high frequency trading activity and market
volatility. Though the findings of existing studies for this topic until now are rather …

The bond market is a key securities market and emerging economies present exciting, new
investment opportunities. This timely book provides insights into these emerging bond …

As algorithmic trading (AT) has become a dominant component in financial markets, it is
important to understand its benefits and costs. We find that AT is positively related to future …

With the advances in automation and technology over past two decades there is shift in the
equity trading of Financial markets. Algo and High Frequency Trades (HFT) led to liquidity …

Based on a paper titled" Quantifying-HFT-Races"(Budish et al.(2021)) published on the
website of United Kingdom Financial Conduct Authority (FCA)(FY 2020), we made an …

This study mainly focuses on a series of topics within high frequency data of a private limit
order book from NASDAQ. The interest of our research first comes from the famous classical …

Using weekly data collected from 20.09. 2008 to 09.12. 2016, this paper uses dynamic
threshold adjustment models to demonstrate how the introduction of high-frequency and …

I Mercati veloci: il Trading ad Alta Frequenza Page 1 Corso di Laurea Magistrale in
Economia e Finanza (Ordinamento ex DM 270/2004) Tesi di Laurea Magistrale I Mercati …