Soheil Mahmoodzadeh

University of Cambridge - Faculty of Economics

Sidgwick Avenue

Cambridge, CB3 9DD

United Kingdom

  • University of Cambridge - Faculty of Economics

SCHOLARLY PAPERS

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Scholarly Papers (4)

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1.

Spot Arbitrage in FX Market and Algorithmic Trading: Speed is Not of the Essence

Number of pages: 37 Posted: 20 Sep 2017 Last Revised: 28 Mar 2019
Soheil Mahmoodzadeh and Michael Tseng
University of Cambridge - Faculty of Economics and University of Central Florida
Downloads 367 (84,983)
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Foreign Exchange Market, Triangular Arbitrage, Algorithmic Trading, Price Discovery, Inventory Risk

2.

Impact of Algorithmic Trading on Market Quality: A Reconciliation

Number of pages: 45 Posted: 19 Sep 2017 Last Revised: 03 Aug 2018
Michael Tseng, Soheil Mahmoodzadeh and Ramazan Gencay
University of Central Florida, University of Cambridge - Faculty of Economics and Simon Fraser University
Downloads 325 (97,129)

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Market Quality, Algorithmic Trading, High Frequency Econometrics, Foreign Exchange Market

3.

Price Impact and Bursts In Liquidity Provision

Swiss Finance Institute Research Paper No. 16-21
Number of pages: 41 Posted: 11 Mar 2016 Last Revised: 15 Oct 2016
Ramazan Gencay, Soheil Mahmoodzadeh, Jakub Rojcek and Michael Tseng
Simon Fraser University, University of Cambridge - Faculty of Economics, University of Zurich, Department of Banking and Finance and University of Central Florida
Downloads 270 (118,567)
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Price Impact, Burst, High-Frequency Trading, Market Quality, Adverse Selection

4.

Implications of High-Frequency Trading for Security Markets

Downloads 179 (176,272)

Implications of High-Frequency Trading for Security Markets

USC-INET Research Paper No. 18-02
Number of pages: 35 Posted: 09 Feb 2018
Oliver B. Linton and Soheil Mahmoodzadeh
University of Cambridge and University of Cambridge - Faculty of Economics
Downloads 179 (176,245)
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Flash Crash, High-Frequency Rrading, Liquidity, Literature Survey, Volatility

Implications of High-Frequency Trading for Security Markets

Annual Review of Economics, Vol. 10, pp. 237-259, 2018
Posted: 07 Sep 2018
Oliver B. Linton and Soheil Mahmoodzadeh
University of Cambridge and University of Cambridge - Faculty of Economics

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