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    • Interactions among High-Frequency Traders 

      Benos, Evangelos; Brugler, James; Hjalmarsson, Erik; Zikes, Filip (2016-12)
      Using unique transactions data for individual high-frequency trading (HFT) firms in the U.K. equity market, we examine the extent to which the trading activity of individual HFT firms is correlated with each other and the ...