High-Frequency Trading and Extreme Price Movements

By Jonathan Brogaard, Allen Carrion, Thibaut Moyaert, Ryan Riordan, Andriy Shkilko, Konstantin Sokolov. 2018

175 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/83fae66ce9913680e45fc91acc9bf6783a74503c

Citations in the corpus

• Quantifying the High-Frequency Trading "Arms Race" (2021, unknown): “Other papers with empirical evidence that relates to the benefits and costs of HFT include Menkveld (2013), Brogaard et al. (2015, 2018), Foucault, Kozhan, and Tham (2016), Shkilko and Sokolov (2020), Malinova, Park, and Riordan (2018), Weller (2018), Van Kervel and Menkveld (2019), Breckenfelder…”