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The impact of the French financial transaction tax on HFT activities and market quality

Veryzhenko, Iryna; Harb, Etienne; Louhichi, Waël; … - In: Economic modelling 67 (2017), pp. 307-315

Persistent link: https://www.econbiz.de/10011813833

Time to slow down for high-frequency trading? : lessons from artificial markets

Veryzhenko, Iryna; Arena, Lise; Harb, Etienne; Oriol, … - In: Intelligent systems in accounting finance and … 24 (2017) 2/3, pp. 73-79

Persistent link: https://www.econbiz.de/10011825061

Intraday volatility smile : effects of fragmentation and high frequency trading on price efficiency

Ligot, Stephanie; Gillet, Roland; Veryzhenko, Iryna - In: Journal of international financial markets, … 75 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012820849

Non-Value-Added Tax to improve market fairness and quality

Veryzhenko, Iryna; Jonath, Arthur; Harb, Etienne - In: Financial innovation : FIN 8 (2022), pp. 1-30

The promotion of both market fairness and efficiency has long been a goal of securities market regulators worldwide. Accelerated digital disruption and abusive trading behaviors, such as the GameStop mania, prompt regulatory changes. It is unclear how this "democratization" of trading power...

Persistent link: https://www.econbiz.de/10013169713