Construct · 1 fields · 1 citations

high-frequency trading: a standalone construct

One name. One construct. A landmark on the map.

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Market microstructure

automated trading at very short horizons by firms that trade in the direction of permanent price changes and help price discovery.

In market microstructure, high-frequency trading refers to automated trading at very short horizons by firms that trade in the direction of permanent price changes and help price discovery. This meaning comes from Brogaard (2014) in Review of Financial Studies.[1]

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Nearby constructs

algorithmic trading1 fields · 1 citationsanchor · a standalone construct market3 fields · 5 citationsjingle · one word, three constructs price discovery1 fields · 1 citationsanchor · a standalone construct

References

Brogaard, J., Hendershott, T., & Riordan, R. (2014). High-Frequency Trading and Price Discovery. Review of Financial Studies, 27(8), 2267-2306. https://doi.org/10.1093/rfs/hhu032

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