L10 - General - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T01:17:42+00:00High-Frequency Trading and Institutional Trading Costs
https://www.bankofcanada.ca/2018/02/staff-working-paper-2018-8/
Using data on Canadian bond futures, we examine how high-frequency traders (HFTs) interact with institutions building large positions. In contrast to recent findings, we find HFTs in the data act as small-sized liquidity suppliers, and we reject the hypothesis that they engage in back running, a predatory trading strategy.2018-02-09T12:17:58+00:00enHigh-Frequency Trading and Institutional Trading Costs2018-02-09Financial marketsFinancial system regulation and policiesMarket structure and pricingStaff Working Paper 2018-8https://www.bankofcanada.ca/wp-content/uploads/2018/02/swp2018-8.pdfHigh-Frequency Trading and Institutional Trading CostsMarie ChenCorey GarriottFebruary 2018GG1G14G2G20LL1L10