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Raising Issues About Impact of High Frequency Trading on Market Liquidity

P. 215–223.
Naumenko V.

The aim of this paper is to consider some problems with evaluation of the impact of high frequency trading on market liquidity. The first part is devoted to difficulties of disentangling the impact of high frequency on market liquidity from other relevant factors. The remainder of the paper is intended to discuss some issues affecting the evaluation of the influence of high frequency trading on particular aspects of market liquidity.

Language: English
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Text on another site
Keywords: resiliencydepthmarket liquidityhigh frequency tradingtightness

In book

Financial Econometrics and Empirical Market Microstructure
NY: Springer, 2015.
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