Similar Search Results

Competition among trading venues : information and trading on electronic communications networks

Barclay, Michael J.; Hendershott, Terrence; McCormick, … - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2637-2666

Persistent link: https://www.econbiz.de/10001845872

Island goes dark : transparency, fragmentation, and regulation

Hendershott, Terrence; Jones, Charles M. - In: The review of financial studies 18 (2005) 3, pp. 743-794

Persistent link: https://www.econbiz.de/10003133450

High Frequency Trading and Price Discovery

Brogaard, Jonathan - 2013

We examine the role of high-frequency traders (HFTs) in price discovery and price efficiency. Overall HFTs facilitate price efficiency by trading in the direction of permanent price changes and in the opposite direction of transitory pricing errors, both on average and on the highest volatility...

Persistent link: https://www.econbiz.de/10013092413

High Frequency Trading and Price Discovery

Brogaard, Jonathan - 2013

We examine empirically the role of high-frequency traders (HFTs) in price discovery and price efficiency. Based on our methodology, we find overall that HFTs facilitate price efficiency by trading in the direction of permanent price changes and in the opposite direction of transitory pricing...

Persistent link: https://www.econbiz.de/10013074385

Does algorithmic trading improve liquidity?

Hendershott, Terrence; Jones, Charles M.; Menkveld, … - In: The journal of finance : the journal of the American … 66 (2011) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10008991191

Automation, speed, and stock market quality : the NYSE's Hybrid

Hendershott, Terrence; Moulton, Pamela C. - In: Journal of financial markets 14 (2011) 4, pp. 568-604

Persistent link: https://www.econbiz.de/10009260950

High frequency trading and price discovery

Brogaard, Jonathan; Hendershott, Terrence; Riordan, Ryan - 2013

Persistent link: https://www.econbiz.de/10010210602

High-frequency trading and the execution costs of institutional investors

Brogaard, Jonathan; Hendershott, Terrence; Hunt, Stefan; … - In: The financial review : the official publication of the … 49 (2014) 2, pp. 345-369

Persistent link: https://www.econbiz.de/10010363577

High-frequency trading and price discovery

Brogaard, Jonathan; Hendershott, Terrence; Riordan, Ryan - In: The review of financial studies 27 (2014) 8, pp. 2267-2306

Persistent link: https://www.econbiz.de/10010463490

Click or call? : auction versus search in the over-the-counter market

Hendershott, Terrence; Madhavan, Ananth Narayan - In: The journal of finance : the journal of the American … 70 (2015) 1, pp. 419-447

Persistent link: https://www.econbiz.de/10010501906