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high frequency trading, price formation, price discovery, pricing errors
inventory, market makers, capital constraints
Market Maker, Inventory, Liquidity Provision
liquidity, inventory risk, intermediary, volatility
Transparency, multi-market trading, liquidity, fragmentation, market microstructure
financing constraints, time-varying liquidity
Speed, Automation, Transaction Costs, Efficiency, Hybrid, NYSE
market structure, stock exchange, trading volume, transparency, information, latency, technology upgrade
Market structure, price discovery, price efficiency, volatility, liquidity
Return Predictability, Liquidity, Comovement
algorithmic trading, liquidity, market monitoring
informed trading, portfolio autocorrelations, adverse selection
Corporate bonds, electronic trading, auction markets, over-the-counter (OTC) trading
Transitory Volatility, Limited Attention, Individuals, Institutions, Market Makers
high frequency trading, liquidity, price efficiency, short selling
short-sale ban, SEC, securities and exchange commission, short-sale constraints, financial crisis, price discovery, liquidity
Short-sale ban, SEC, securities and exchange commission, short-sale constraints, financial crisis, price discovery, liquidity
High-Frequency Trading, Price Discovery, Limit Order Book, Fragmentation
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high frequency trading, execution costs, institutional investors
market data, transparency, high‐frequency trading
Automation, Liquidity, Speed, Transparency, Latency, Adverse selection
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