High Frequency Quoting, Trading, and the Efficiency of Prices
By Jennifer S. Conrad, Sunil Wahal, Jin Xiang. 2015
187 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/6cf41e7d18c4a44e4be5ae6ae2eac9075a086d28
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
- Ryan Riordan
- Jonathan Brogaard
- Terrence Hendershott
- Peter Hoffmann
- Albert J. Menkveld
- Joshua Mollner
- Markus Baldauf
- Charles M. Jones
In Finance
- Ryan Riordan
- Jonathan Brogaard
- Terrence Hendershott
- Peter Hoffmann
- Albert J. Menkveld
- Joshua Mollner
- Markus Baldauf
- Charles M. Jones
In Management Science and Operations Research
Citations in the corpus
- High‐Frequency Trading and Market Performance (2020, unknown): “Thus, faster HFT speeds do affect the nature 18Other empirical work similarly argues that HFT improves price informativeness (Brogaard (2010), Carrion (2013), Brogaard, Hendershott, and Riordan (2014), Chaboud et al. (2014), Conrad, Wahal, and Xiang (2015), Boehmer, Fong, and Wu (2018)).”
- Price Discovery without Trading: Evidence from Limit Orders (2019, background): “Conrad, Wahal, and Xiang (2015) find that high frequency trading and quoting correlate with more efficient prices.”