A Game of Hide-and-Seek between Proprietary and Buy-Side Algorithmic Traders: Causal links with Market Quality
作者： P Krishna Prasanna , Devika Arumugam
DOI: 10.1080/00036846.2021.1907290
关键词: Proprietary trading 、 Market liquidity 、 Buy side 、 Crowding out 、 Algorithmic trading 、 Economics 、 Microeconomics 、 High-frequency trading 、 Hide and seek 、 Market quality
摘要: This paper classifies Algorithmic Traders (ATs) as Proprietary (PATs) and Buy-side (BATs) examines their dynamic relationship with market quality, using ...
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