The impact of reporting changes on hidden liquidity: Evidence from the Chicago stock exchange
JS Cox - Global Finance Journal, 2022 - Elsevier
This paper analyzes the NYSE Chicago's move to the Pillar integrated trading platform in
November 2019. Following the move to Pillar, reported trading volume increases …
November 2019. Following the move to Pillar, reported trading volume increases …
The Case of Fleeting Orders and Flickering Quotes
M Ulze, J Stadler, A Rathgeber - Available at SSRN 3935954, 2021 - papers.ssrn.com
The literature controversially discusses the ambiguous motives and driving forces behind
HFT market typical very fast up and down jumps of the order book prices-so-called fleeting …
HFT market typical very fast up and down jumps of the order book prices-so-called fleeting …