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dc.contributor.authorErsan, Oğuz
dc.contributor.authorDalgıç, Nihan
dc.contributor.authorEkinci, Cumhur Enis
dc.contributor.authorBodur, Mehmet
dc.date.accessioned2021-02-21T14:18:34Z
dc.date.available2021-02-21T14:18:34Z
dc.date.issued2021
dc.identifier.issn2651-4192
dc.identifier.urihttps://doi.org/10.29023/alanyaakademik.799039
dc.identifier.urihttps://dergipark.org.tr/tr/download/article-file/1305921
dc.identifier.urihttps://hdl.handle.net/20.500.12868/1379
dc.description.abstractHigh-frequency trading (HFT) has been dominating the activity in developed financial markets in the last two decades. Despite its recent formation, the literature on the impacts of HFT on financial markets and participants is broad. However, there are ongoing debates and unanswered questions within many subtopics. We survey through the research towards HFT effects on liquidity in an attempt to explain the coexistence of evidence regarding both the positive and the negative impacts of HFT. We name two main factors leading to mixed results. Former concerns the negative market conditions such as intraday shocks, through which HFT trading patterns may sharply change. Latter regards the certain characteristics of HFT liquidity provision with the potential to present externalities for the market.en_US
dc.description.abstractHigh-frequency trading (HFT) has been dominating the activity in developed financial markets in the last two decades. Despite its recent formation, the literature on the impacts of HFT on financial markets and participants is broad. However, there are ongoing debates and unanswered questions within many subtopics. We survey through the research towards HFT effects on liquidity in an attempt to explain the coexistence of evidence regarding both the positive and the negative impacts of HFT. We name two main factors leading to mixed results. Former concerns the negative market conditions such as intraday shocks, through which HFT trading patterns may sharply change. Latter regards the certain characteristics of HFT liquidity provision with the potential to present externalities for the market.en_US
dc.language.isoengen_US
dc.publisherAlanya Alaaddin Keykubat Üniversitesien_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectHigh-frequency tradingen_US
dc.subjectHFTen_US
dc.subjectLiquidityen_US
dc.subjectIntraday shocksen_US
dc.subjectExtreme price movementsen_US
dc.subjectHigh-frequency tradingen_US
dc.subjectHFTen_US
dc.subjectLiquidityen_US
dc.subjectIntraday shocksen_US
dc.subjectExtreme price movementsen_US
dc.titleHigh-frequency trading and its impact on market liquidity: A review of literatureen_US
dc.title.alternativeHigh-frequency trading and its impact on market liquidity: A review of literatureen_US
dc.typearticleen_US
dc.contributor.departmentALKÜen_US
dc.identifier.volume5en_US
dc.identifier.issue1en_US
dc.identifier.startpage345en_US
dc.identifier.endpage368en_US
dc.relation.journalAlanya Akademik Bakışen_US
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi - Başka Kurum Yazarıen_US


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