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The influence of electronic trading on bid-ask spreads : new evidence from European bond futures

Ap Gwilym, Owain - In: The journal of fixed income 8 (1998) 1, pp. 7-19

Persistent link: https://www.econbiz.de/10001246662

How electronic trading affects bid-ask spreads and arbitrage efficiency between index futures and options

Cheng, Kevin H. K.; Fung, Joseph K. W.; Tse, Yiuman - In: The journal of futures markets 25 (2005) 4, pp. 375-398

Persistent link: https://www.econbiz.de/10002647868

Three essays in microstructure of stock index futures markets

Kurov, Alexander - 2004

Persistent link: https://www.econbiz.de/10003383706

Effects of electronic trading on the Hang Seng Index futures market

Fung, Joseph K. W.; Lien, Da-hsiang Donald; Tse, Yiuman; … - In: International review of economics & finance : IREF 14 (2005) 4, pp. 415-425

Persistent link: https://www.econbiz.de/10003195716

Effects of electronic trading on the Hang Seng Index futures market

Fung, Joseph K. W. (contributor) - 2003

Persistent link: https://www.econbiz.de/10001969187

High-Frequency Trading (HFT) in the Stock Market and the Costs of Option Market Making

Nimalendran, Mahendrarajah; Rzayev, Khaladdin; Sagade, … - 2021

Based on granular NASDAQ HFT data, we find that HFT activity in the stock market increases market-making costs in the options markets via two channels: the hedging channel and the arbitrage channel. HFTs' liquidity-demanding orders increase the hedging costs due to a higher stock bid-ask spread...

Persistent link: https://www.econbiz.de/10013240170