Anna Pomeranets - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T11:36:32+00:00High-Frequency Trading Competition
https://www.bankofcanada.ca/2014/05/working-paper-2014-19/
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.2014-05-12T09:50:08+00:00enHigh-Frequency Trading Competition2014-05-12Financial marketsMarket structure and pricingWorking Paper 2014-19https://www.bankofcanada.ca/wp-content/uploads/2014/05/wp2014-19.pdfHigh-Frequency Trading CompetitionJonathan BrogaardCorey GarriottAnna PomeranetsMay 2014GG1G14G2G20LL1