Do High Frequency Trading Firms Provide Two-Sided Liquidity?

Deniz Ozenbas, Robert A. Schwartz

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Original language	English
Pages (from-to)	63-74
Number of pages	12
Journal	Journal of Portfolio Management
Volume	44
Issue number	7
DOIs	https://doi.org/10.3905/jpm.2018.1.081
State	Published - 1 Jun 2018

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@article{552ba8fa5f61411099ef8252086999c1,

title = "Do High Frequency Trading Firms Provide Two-Sided Liquidity?",

author = "Deniz Ozenbas and Schwartz, \{Robert A.\}",

year = "2018",

month = jun,

day = "1",

doi = "10.3905/jpm.2018.1.081",

language = "English",

volume = "44",

pages = "63--74",

journal = "Journal of Portfolio Management",

issn = "0095-4918",