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Economics / Investment / Day trading / High-frequency trading / Algorithmic trading / Flash Crash / Bid–offer spread / Dark liquidity / Order / Financial markets / Stock market / Financial economics


Do retail traders suffer from high frequency traders?∗ Katya Malinova† Andreas Park‡ Ryan Riordan§
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Document Date: 2013-10-07 15:51:45

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Company

WFA / Toronto Stock Exchange / Central Bank Workshop / TSX Inc. / TMX Group / New York Stock Exchange / Getco / /

Country

United States / Canada / /

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Facility

University of Ontario Institute / University of Toronto / Erasmus University / Free University of Amsterdam / /

IndustryTerm

latter / retail / message-intensive algorithms / active retail traders / algorithmic traders / electronic market maker / retail and institutional traders / http /

MarketIndex

S&P 500 / /

Organization

European Central Bank / Erasmus University Rotterdam / U.S. Securities and Exchange Commission / U.S. Congress / University of Amsterdam / Institute of Technology / Investment Industry Regulatory Organization of Canada / University of Toronto / /

Person

Mark Van Achter / David Panko / Mark Seasholes / Arne Odegaard / Andreas Park‡ Ryan Riordan / Jonathan Brogaard / Elvira Sojli / Rob McMillan / Terry Hendershott / /

Position

broker / corresponding author / Governor / See The Economist / trader / /

ProvinceOrState

Copeland / /

TVStation

Kyle / /

Technology

Alpha / so-called agency algorithms / Computer algorithms / pdf / Flash / message-intensive algorithms / /

URL

http /

SocialTag