Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity

Hans Degryse, Rudy De Winne, Carole Gresse and Richard Payne

No 2019001, LIDAM Discussion Papers LFIN from Université catholique de Louvain, Louvain Finance (LFIN)

Keywords: High Frequency Trading; Algorithmic Trading; Fragmentation; Ghost Liquidity (search for similar items in EconPapers)
Date: 2019-01-01
New Economics Papers: this item is included in nep-mst
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Related works:
Working Paper: Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity (2021)
Working Paper: Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity (2018)
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