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The effect of high-frequency market making on option market liquidity

Mishra, Suchi; Daigler, Robert T.; Holowczak, Richard - In: The journal of trading 11 (2016) 4, pp. 56-76

Persistent link: https://www.econbiz.de/10011697653

Financial market design and the equity premium : electronic versus floor trading

Jain, Pankaj K. - In: The journal of finance : the journal of the American … 60 (2005) 6, pp. 2955-2986

Persistent link: https://www.econbiz.de/10003246735

Price discovery and liquidity characteristics for U.S. electronic futures and ETF markets

Oztekin, A. Senol; Mishra, Suchismita; Jain, Pankaj K.; … - In: The journal of trading 12 (2017) 2, pp. 59-72

Persistent link: https://www.econbiz.de/10011699636

Does high-frequency trading increase systemic risk?

Jain, Pankaj K.; Jain, Pawan; McInish, Thomas H. - In: Journal of financial markets 31 (2016), pp. 1-24

Persistent link: https://www.econbiz.de/10011722257

Does High-Frequency Trading Increase Systemic Risk?

Jain, Pankaj K. - 2016

In 2010, the Tokyo Stock Exchange, the largest stock exchange headquartered outside of the United States, introduced a new trading platform, Arrowhead. This platform was designed to reduce latency and increase co-located, high-frequency quoting and trading (HFQ) from zero to 36% of trading...

Persistent link: https://www.econbiz.de/10012986010

Trade-time clustering

Black, Jeffrey R.; Jain, Pankaj K.; Sun, Wei - In: Review of quantitative finance and accounting 60 (2023) 3, pp. 1209-1242

Persistent link: https://www.econbiz.de/10014291794

Cross-asset tandem trading and extraordinary volatility

Garrison, Robert; Jain, Pankaj K.; Paddrik, Mark - In: The journal of futures markets 44 (2024) 9, pp. 1508-1542

Persistent link: https://www.econbiz.de/10015110684