Bouveret, Antoine; Guillaumie, Cyrille; Aparicio … - European Securities and Markets Authority - 2014
markets. We use unique data collected by ESMA, covering a sample of 100 stocks from nine EU countries for May 2013. Our study … complements the HFT literature by looking at equity markets across a number of EU countries. Most of the HFT studies published so …The objective of this report is to shed further light on the extent of high-frequency trading (HFT) in EU equity …