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Barez, Fazl [Author]; Bilokon, Paul [Author]; Gervais, Arthur [Author]; Lisitsyn, Nikita [Author]

Exploring the Advantages of Transformers for High-Frequency Trading

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[S.l.]: SSRN, 2023
Zhang, Shuo Sarah [Author] ; Weinhardt, C. [Degree supervisor]

High Frequency Trading in Financial Markets

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Karlsruhe: KIT-Bibliothek, 2013
Hossain, Shahadat [Author]

The Joint Impact of High Frequency Trading and Market Fragmentation on Liquidity

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https://ssrn.com/abstract=4021136

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[S.l.]: SSRN, [2022]
Degryse, Hans [Author] ; De Winne, Rudy [Other]; Gresse, Carole [Other]; Payne, Richard [Other]

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

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https://ssrn.com/abstract=3356695

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[S.l.]: SSRN, [2020]

Published in: Université Paris-Dauphine Research Paper ; No. 3356695
Hossain, Shahadat [Author]

High-Frequency Trading (HFT) and market quality research: An evaluation of the alternative HFT proxies

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Basel: MDPI, 2022
Dill, Arthur [Author] ; Elschen, Rainer [Degree supervisor]

Die Adaptive Fraktale Markthypothese - Fraktale Strukturen und evolutionäre Prozesse auf modernen Aktienmärkten

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Duisburg; Essen: Universitätsbibliothek Duisburg-Essen, 2016
Han, Henry [Author]; Forrest, Jeffrey Yi Lin [Author]; Wang, Jiacun [Author]; Yuan, Shuining [Author]; Fei, Han [Author]; Li, Danie [Author]

Explainable Machine Learning for High-Frequency Trading Dynamics Discovery

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https://ssrn.com/abstract=4256777

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[S.l.]: SSRN, 2023
Garewal, Robin [Author]

High Frequency Trading a Boon and Bane

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[S.l.]: SSRN, [2020]
Hossain, Shahadat [Author]

High-Frequency Trading (HFT) and market quality research : an evaluation of the alternative HFT proxies

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2022

Published in: Journal of risk and financial management ; 15(2022), 2 vom: Feb., Artikel-ID 54, Seite 1-31
Becke, Susanne von der [Author]; Sornette, Didier [Author]

Crashes and high frequency trading : [an evaluation of risks posed by high-speed algorithmic trading]

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https://ssrn.com/abstract=1976249

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Genève: Swiss Finance Inst., 2011

Published in: Swiss Finance Institute: Research paper series ; 2011,63
Ekinci, Cumhur [Author]; Ersan, Oǧuz [Author]

Impact of the COVID-19 market turmoil on investor behavior : a panel VAR study of bank stocks in Borsa Istanbul

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https://www.mdpi.com/2227-7072/12/1/14/pdf

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2023

Published in: International Journal of Financial Studies ; 12(2024), 1 vom: März, Artikel-ID 14, Seite 1-18
Kauffman, Robert J. [Author]; Hu, Yuzhou [Author]; Ma, Dan [Author]

Will high-frequency trading practices transform the financial markets in the Asia Pacific Region?

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Heidelberg: Springer, 2015
Filimonov, Vladimir [Author]; Sornette, Didier [Author]

Quantifying reflexivity in financial markets : towards a prediction of flash crashes

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https://ssrn.com/abstract=1998832

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Genève: Swiss Finance Inst., 2012

Published in: Swiss Finance Institute: Research paper series ; 2012,02
Nimalendran, Mahendrarajah [Author]; Rzayev, Khaladdin [Author]; Sagade, Satchit [Author]

High-Frequency Trading (HFT) in the Stock Market and the Costs of Option Market Making

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[S.l.]: SSRN, [2021]
Aquilina, Matteo [Author]; Foley, Sean [Author]; O'Neill, Peter [Author]; Ruf, Thomas [Author]

Sharks in the dark : quantifying HFT dark pool latency arbitrage

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https://www.sciencedirect.com/science/article/pii/S0165188923001926/pdfft?md5=a2897dd0a51e419b04153969548f10d7&pid=1-s2.0-S0165188923001926-main.pdf

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2024

Published in: Journal of economic dynamics & control ; 158(2024) vom: Jan., Artikel-ID 104786, Seite 1-22
Aquilina, Matteo [Author]; Foley, Sean [Author]; O'Neill, Peter [Author]; Ruf, Thomas [Author]

Sharks in the dark: quantifying HFT dark pool latency arbitrage

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[Basel]: Bank for International Settlements, Monetary and Economic Department, August 2023

Published in: Bank für Internationalen Zahlungsausgleich: Working papers ; 1115
Contreras, Ana Roldan [Author]; Sviščuk, Anatolij [Author]

Optimal liquidation, acquisition and market making problems in HFT under Hawkes models for LOB

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https://www.mdpi.com/2227-9091/10/8/160/pdf?version=1660029192

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2022

Published in: Risks ; 10(2022), 8 vom: Aug., Artikel-ID 160, Seite 1-32
Hossain, Shahadat [Author]

High Frequency Trading (HFT) and Market Quality Research : An Evaluation of the Alternative HFT Proxies

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https://ssrn.com/abstract=3993928

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[S.l.]: SSRN, 2022
Quelhas, José Manuel

High-frequency trading (HFT)

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Coimbra University Press, 2015

Published in: Boletim de Ciências Económicas
Hossain, Shahadat

High-Frequency Trading (HFT) and Market Quality Research: An Evaluation of the Alternative HFT Proxies

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MDPI AG, 2022

Published in: Journal of Risk and Financial Management

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