Algorithmic trading efficiency and its impact on market-quality
Year of publication: |
2022
|
---|---|
Authors: | Dubey, Ritesh Kumar ; Babu, A. Sarath ; Jha, Rajneesh Ranjan ; Varma, Urvashi |
Subject: | Algorithmic trading | Algorithmic trading efficiency | Emerging markets | HFT | High frequency trading | Market microstructure | Market quality | Order-to-trade ratio | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Wertpapierhandel | Securities trading | Effizienzmarkthypothese | Efficient market hypothesis | Schwellenländer | Emerging economies | Algorithmus | Algorithm | Börsenkurs | Share price |
-
The impact of algorithmic trading in a simulated asset market
Mukerji, Purba, (2019)
-
Front-running and market quality : an evolutionary perspective on high frequency trading
Hens, Thorsten, (2017)
-
Ultra-fast activity and intraday market quality
Cartea, Álvaro, (2019)
- More ...
-
Board structure, controlling ownership, and business groups : evidence from India
Chauhan, Yogesh Singh, (2016)
-
Mandal, Santanu, (2018)
-
Varma, Urvashi, (2021)
- More ...