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Proprietary algorithmic traders and liquidity supply during the pandemic
(Elsevier, 2024-01-25)
This study documents the liquidity-supplying behavior of proprietary algorithmic traders during
the abrupt and sustained market decline caused by the COVID-19 outbreak. The findings
suggest that these endogenous liquidity ...
High-frequency traders’ evolving role as market makers
(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
(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 ...