Does HFT Exacerbate End-of-Day (EOD) Price dislocation? Our paper is among the first to provide an empirical assessment as to whether High Frequency Trading (HFT) has a positive effect on market fairness. We find the pr - Price of fairness - Document - PDFSEARCH.IO

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	Does HFT Exacerbate End-of-Day (EOD) Price dislocation? Our paper is among the first to provide an empirical assessment as to whether High Frequency Trading (HFT) has a positive effect on market fairness. We find the pr Add to Reading List Document Date: 2013-11-06 01:12:05 Open Document File Size: 16,87 KB Share Result on Facebook City London / / Company High Frequency Trading / / Country United States / Canada / / IndustryTerm exchange surveillance systems / / Person Mike Aitken / Feng Zhan / Douglas Cumming / / Position Professor / candidate / / SocialTag Investment Stock market Mathematical finance High-frequency trading Order Bid–offer spread Market manipulation Short Algorithmic trading Financial markets

Does HFT Exacerbate End-of-Day (EOD) Price dislocation? Our paper is among the first to provide an empirical assessment as to whether High Frequency Trading (HFT) has a positive effect on market fairness. We find the prAdd to Reading List