High-frequency trading in the stock market and the costs of option market making

Mahendrarajah Nimalendran, Khaladdin Rzayev, Satchit Sagade

Year of publication:	[2021]
Authors:	Nimalendran, Mahendrarajah ; Rzayev, Khaladdin ; Sagade, Satchit
Publisher:	London : Systemic Risk Centre, The London School of Economics and Political Science
Subject:	market microstructure \| high-frequency trading \| options market-making;hedging \| liquidity \| Elektronisches Handelssystem \| Electronic trading \| Hedging \| Marktmikrostruktur \| Market microstructure \| Optionsgeschäft \| Option trading \| Aktienmarkt \| Stock market \| Geld-Brief-Spanne \| Bid-ask spread \| Derivat \| Derivative \| Portfolio-Management \| Portfolio selection

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