Financial markets have undergone tremendous changes in the last decades. Next to the automation of the trading process and the improvement in market quality, High Frequency Trading (HFT) plays a major role in financial markets. This thesis provides a background on the evolution of financial markets and the role of HFT in price discovery and the nature of its interaction with human traders
The thesis consists of empirical studies on currency market as well as US equity market. A new volat...
In this thesis we investigate some properties of market making and statistical arbitrage applied to ...
On May 6, 2010, a trader called Navinder Singh Sarao was arrested because of his contribution to the...
This dissertation studies the influence of High-Frequency Trading (HFT) on market characteristics an...
This chapter provides a review on key literature on High-Frequency Trading (HFT) over an 11-year per...
Financial markets are vital for capital allocation and as a consequence, for the wider economy. They...
This dissertation includes two chapters on topics related to market microstruc- ture and high frequ...
We analyze the impact of high frequency trading in financial markets based on a model with three ty...
High Frequency Trading (HFT) is automation of the conventional securities trades in exchanges that b...
We study empirically how competition among high-frequency traders (HFTs) affects their trading behav...
This thesis studies the process of price discovery in the FX market via three empirical chapters. In...
The thesis analyses high frequency trading, specifically its main characteristics, which make it dif...
High-frequency trading has significant influence on today’s capital markets and has received massive...
As technology rapidly advances society, there are a few industries that have not been drastically im...
© 2019 Elsevier B.V. Using the staggered entry of Chi-X in 12 European equity markets as a source of...
The thesis consists of empirical studies on currency market as well as US equity market. A new volat...
In this thesis we investigate some properties of market making and statistical arbitrage applied to ...
On May 6, 2010, a trader called Navinder Singh Sarao was arrested because of his contribution to the...
This dissertation studies the influence of High-Frequency Trading (HFT) on market characteristics an...
This chapter provides a review on key literature on High-Frequency Trading (HFT) over an 11-year per...
Financial markets are vital for capital allocation and as a consequence, for the wider economy. They...
This dissertation includes two chapters on topics related to market microstruc- ture and high frequ...
We analyze the impact of high frequency trading in financial markets based on a model with three ty...
High Frequency Trading (HFT) is automation of the conventional securities trades in exchanges that b...
We study empirically how competition among high-frequency traders (HFTs) affects their trading behav...
This thesis studies the process of price discovery in the FX market via three empirical chapters. In...
The thesis analyses high frequency trading, specifically its main characteristics, which make it dif...
High-frequency trading has significant influence on today’s capital markets and has received massive...
As technology rapidly advances society, there are a few industries that have not been drastically im...
© 2019 Elsevier B.V. Using the staggered entry of Chi-X in 12 European equity markets as a source of...
The thesis consists of empirical studies on currency market as well as US equity market. A new volat...
In this thesis we investigate some properties of market making and statistical arbitrage applied to ...
On May 6, 2010, a trader called Navinder Singh Sarao was arrested because of his contribution to the...
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