Browsing by Author "Zikes, Filip"
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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 ...