Now showing items 1-2 of 2

    • High-frequency traders’ evolving role as market makers 

      Banerjee, Anirban; Roy, Prince (Elsevier, 2023-10-12)
      The current academic literature on HFTs considers them as the present-day de facto market makers. We show that HFT trading strategies have moved away from passive market-making over time. We explore the role of regulatory ...
    • High-frequency traders’ evolving role as market makers 

      Banerjee, Anirban; Roy, Prince (Elsevier, 2023-10-12)
      The current academic literature on HFTs considers them as the present-day de facto market makers. We show that HFT trading strategies have moved away from passive market-making over time. We explore the role of regulatory ...