High-Frequency Trading Competition
High-Frequency Trading Competition
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St. Louis: Federal Reserve Bank of St. Louis
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English
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Publisher
St. Louis: Federal Reserve Bank of St. Louis
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Contents
We analyze trading dynamics as successive high-frequency trading (HFT) firms begin to trade stocks in an equity market. Entrants compete with incumbents for volume, and there is crowding out. Earlier entry is associated with larger effects. After Passive HFT entry, incumbent spreads tighten. After Aggressive HFT entry, incumbent order flow loses in...
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High-Frequency Trading Competition
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TN_cdi_proquest_journals_1697725646
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1697725646
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https://www.proquest.com/docview/1697725646?pq-origsite=primo&accountid=13902
