Do High Frequency Trading Firms Provide Two-Sided Liquidity?

Deniz Ozenbas, Robert A. Schwartz

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)63-74
Number of pages12
JournalJournal of Portfolio Management
Volume44
Issue number7
DOIs
StatePublished - 1 Jun 2018

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High-frequency trading
Liquidity

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title = "Do High Frequency Trading Firms Provide Two-Sided Liquidity?",
author = "Deniz Ozenbas and Schwartz, {Robert A.}",
year = "2018",
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language = "English",
volume = "44",
pages = "63--74",
journal = "Journal of Portfolio Management",
issn = "0095-4918",
publisher = "Institutional Portfolio Research",
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}

Do High Frequency Trading Firms Provide Two-Sided Liquidity? / Ozenbas, Deniz; Schwartz, Robert A.

In: Journal of Portfolio Management, Vol. 44, No. 7, 01.06.2018, p. 63-74.

Research output: Contribution to journalArticleResearchpeer-review

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