Kazuyuki Higashi

University of Tokyo - Faculty of Economics

Ph.D student

7-3-1 Hongo, Bunkyo-ku

Tokyo 113-0033

Japan

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Scholarly Papers (1)

1.

Fragmentation Under High Frequency Trading: Theory and Evidence

Number of pages: 24 Posted: 09 Aug 2018 Last Revised: 14 Oct 2018
Kazuyuki Higashi
University of Tokyo - Faculty of Economics
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Abstract:

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Fragmentation, High Frequency Trading, Continuous Limit Order Book, Batch Auction