Joseph Barbara

Australian Securities and Investments Commission (ASIC)

Sydney

Australia

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Scholarly Papers (1)

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Heterogeneity in How Algorithmic Traders Impact Institutional Trading Costs

CIFR Paper No. 113/2016/Project F005
Number of pages: 44 Posted: 26 Jul 2016 Last Revised: 27 Jan 2020
Tālis J. Putniņš and Joseph Barbara
University of Technology Sydney (UTS) and Australian Securities and Investments Commission (ASIC)
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Abstract:

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Algorithmic Trading, High-Frequency Trading, Liquidity, Transaction Costs, Implementation Shortfall, Predatory Trading