ML-QuantSubscribe

RePEcTrading, Microstructure & Execution

Algorithmic Trading and NYSE Hybrid Market

The study suggests that the rise in algorithmic trading with the NYSE Hybrid Market introduction has enhanced market efficiency by using both market and limit order flows information.

Featured in No. 53 on 12 Jun 2024 · on release day

Released
12 Jun 2024
First featured
No. 53 · 12 Jun 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
29
Identifier
RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000272

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page