Soheil Mahmoodzadeh

University of Cambridge - Faculty of Economics

Sidgwick Avenue

Cambridge, CB3 9DD

United Kingdom

  • University of Cambridge - Faculty of Economics

SCHOLARLY PAPERS

3

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3

Scholarly Papers (3)

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1.

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

Number of pages: 41 Posted: 20 Sep 2017 Last Revised: 27 Oct 2020
Soheil Mahmoodzadeh and Michael Tseng
University of Cambridge - Faculty of Economics and University of Central Florida
Downloads 521 (75,314)
Citation 1

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Foreign Exchange Market, Triangular Arbitrage, Algorithmic Trading, Price Discovery, Inventory Risk

2.

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 311 (135,714)
Citation 2

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Price Impact, Burst, High-Frequency Trading, Market Quality, Adverse Selection

3.

Implications of High-Frequency Trading for Security Markets

Downloads 292 (145,061)
Citation 4

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 292 (144,329)
Citation 4

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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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