High Frequency Traders and Asset Prices
By Jakša Cvitanić, Andrei A. Kirilenko. 2010
113 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/122d44a04becfaae31f6bbb90b5c6770ebe08dfa
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Tugkan Tuzun
- Albert S. Kyle
- Andrei A. Kirilenko
- M. Samadi
- Jose A. Scheinkman
- Zhiguo He
- William Fung
- David A. Hsieh
In Finance
- Tugkan Tuzun
- Albert S. Kyle
- Andrei A. Kirilenko
- M. Samadi
- Jose A. Scheinkman
- Zhiguo He
- William Fung
- David A. Hsieh
Citations in the corpus
- The Flash Crash: High-Frequency Trading in an Electronic Market (2017, unknown): “Broadly speaking, in these models faster intraday traders are able to “snipe” stale orders of slower market participants (see, for example, Foucault, Roell, and Sandas (2003), Cvitanic and Kirilenko (2010), Budish, Cramton, and Shim (2015), and Menkveld and Zoican (2016)).”
- The Flash Crash: The Impact of High Frequency Trading on an Electronic Market (2011, background): “Cvitanic and Kirilenko (2010) model this trading behavior and conclude that under some conditions this trading strategy may have impact on prices.”
- A Dysfunctional Role of High Frequency Trading in Electronic Markets (2012, unknown): “For an analytical model considering the first class of traders see Cvitanic and Kirilenko [6].”