High-Frequency Trading and Market Quality: Case of a ”Slightly Exposed” Market

EKİNCİ C. E., Ersan O.

Financial Econometrics Conference: Market Microstructure, Limit Order Books and Derivative Markets, Lancaster, United Kingdom, 13 - 14 September 2018

  • Publication Type: Conference Paper / Full Text
  • City: Lancaster
  • Country: United Kingdom
  • Istanbul Technical University Affiliated: Yes