Carla Ysusi

Financial Conduct Authority

25 The North Colonnade

Canary Wharf

London, E14 5HS

United Kingdom

SCHOLARLY PAPERS

3

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221

2

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Scholarly Papers (3)

1.

Are High-Frequency Traders Anticipating the Order Flow? Cross-Venue Evidence from the UK Market

FCA Occasional Paper No. 16
Number of pages: 39 Posted: 09 Mar 2017 Last Revised: 05 Apr 2017
Matteo Aquilina and Carla Ysusi
Financial Conduct Authority and Financial Conduct Authority
Downloads 141 (202,033)

Abstract:

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High frequency trading, order anticipation, market microstructure

2.

Transparency in the UK Bond Markets: An Overview

FCA Occasional Paper No. 6
Number of pages: 34 Posted: 09 Mar 2017
Financial Conduct Authority, Durham University - Department of Economics and Finance, International Monetary Fund (IMF) - Monetary and Capital Markets Department, European Securities and Markets Authority and Financial Conduct Authority
Downloads 77 (306,797)

Abstract:

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Bond Markets, Transparency

3.

High‐Frequency Trading and the Execution Costs of Institutional Investors

Financial Review, Vol. 49, Issue 2, pp. 345-369, 2014
Number of pages: 25 Posted: 08 Apr 2014
University of Utah - David Eccles School of Business, University of California, Berkeley - Haas School of Business, Financial Conduct Authority and Financial Conduct Authority
Downloads 3 (616,770)
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Abstract:

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high frequency trading, execution costs, institutional investors