Smith School of Business, Queen's University
143 Union Street
Kingston, Ontario K7L 3N6
Queen's School of Business
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high frequency trading, price formation, price discovery, pricing errors
Extreme price movements, jumps, high-frequency trading
Liquidity, Latency, Execution Speed, Exchange Systems, Price Discovery
high frequency trading, message tax, market quality, retail traders
colocation, high-frequency trading, liquidity, fast trading, proximity services
algorithmic trading, liquidity, market monitoring
Investor sentiment, sentiment index, retail investors, option trading
Information, Liquidity, Price Discovery, Firm Specific News, Limit Order Market, Information Arrival
Market Quality, Competition, Fragmentation, MiFID, MTFs
high frequency trading, liquidity, price efficiency, short selling
High-Frequency Trading, Price Discovery, Limit Order Book, Fragmentation
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