Paper Funded by OFR Grant Examines High-Frequency Trading and Large Datasets

Greg Feldberg

No 15-02, The OFR Blog from Office of Financial Research, US Department of the Treasury

Abstract: A recent paper funded by the OFR through its joint grant program with the National Science Foundation offers insights into the impact on the financial system of high-frequency trading, contributes to developing technologies for working with large datasets, and fosters understanding of market liquidity.

Date: 2015-05-05
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Persistent link: https://EconPapers.repec.org/RePEc:ofr:ofrblg:15-02

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