High frequency market microstructure.

525 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

A visual analytics approach to understanding cycling behaviour (2012, unknown): “The present study investigates numerically the aerodynamic breakup of Diesel and heavy fuel oil droplets under liquid to air density ratios ranging from 30 up to 816.”
High‐Frequency Trading around Large Institutional Orders (2019, unknown): “Biais and Foucault (2014), O’Hara (2015a), and Menkveld (2016) are examples of survey articles on the young and rapidly growing HFT literature.1 Relatively unexplored is how HFT relates to trading by an important group of end users of securities markets: institutional investors.”
Price Discovery without Trading: Evidence from Limit Orders (2019, background): “O’Hara (2015) argues that traders’ algorithms make the linear VAR structure inadequate in the modern market environment.”
Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity, and Trading Costs (2020, methodology): “Using a U.S. dataset, O’Hara (2015) also shows that fast informed traders often prefer limit to marketable orders.”
Digital Finance and FinTech: current research and future research directions (2017, unknown): “The interested reader is referred to the existing extensive literature reviews of, e.g., Biais and Foucault (2014), Chordia et al. (2013), Gomber et al. (2011), Menkveld (2016), O’Hara (2015), and SEC (2014).”