The impact of high-frequency trading on the Swedish stock market – based on liquidity and volatility
This paper studies how high-frequency trading (HFT) affects the Swedish stock market quality based on volatility and liquidity measures. Previous studies show ambiguous results where a few propose that HFT deteriorates market quality by increasing volatility and decreasing liquidity while some studi...
| Main Authors: | , |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
Linköpings universitet, Nationalekonomi
2018
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-148882 |