Soheil Mahmoodzadeh

University of Cambridge - Faculty of Economics

Sidgwick Avenue

Cambridge, CB3 9DD

United Kingdom

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Scholarly Papers (1)

1.

Human vs. High-Frequency Traders, Penny Jumping, and Tick Size

Journal of Banking and Finance, Vol. 85, 2017
Number of pages: 34 Posted: 09 Dec 2017
Soheil Mahmoodzadeh and Ramazan Gencay
University of Cambridge - Faculty of Economics and Simon Fraser University
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Citation 4

Abstract:

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Interbank Foreign Exchange Market, Tick Size, Market Quality