High-Frequency Trading and the Execution Costs of Institutional Investors
High-Frequency Trading and the Execution Costs of Institutional Investors
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Publisher
Knoxville: Blackwell Publishing Ltd
Journal title
Language
English
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Publisher
Knoxville: Blackwell Publishing Ltd
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Scope and Contents
Contents
This paper studies whether high‐frequency trading (HFT) increases the execution costs of institutional investors. We use technology upgrades that lower the latency of the London Stock Exchange to obtain variation in the level of HFT over time. Following upgrades, the level of HFT increases. Around these shocks to HFT institutional traders’ costs re...
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Full title
High-Frequency Trading and the Execution Costs of Institutional Investors
Authors, Artists and Contributors
Author / Creator
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TN_cdi_proquest_journals_1516519085
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1516519085
Other Identifiers
ISSN
0732-8516
E-ISSN
1540-6288
DOI
10.1111/fire.12039
