Concepedia

Algorithmic Liquidity Provision

Algorithmic Liquidity Provision is a systematic method within market liquidity frameworks that employs automated, rule-based algorithms to dynamically supply or adjust liquidity in financial markets by determining optimal bid and ask prices, trading volumes, and timing in response to real-time market conditions.

48

Publications

3.2K

Citations

97

Authors

87

Institutions

Publications per year

2017–2026

25

Parents

Publications

48

Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market

Alain Chaboud, Benjamin Chiquoine, Erik Hjalmarsson et al. · The Journal of Finance · 2014 · 632 citations · Full text

, , +17

Does Algorithmic Trading Improve Liquidity?

Terrence Hendershott, Charles M. Jones, Albert J. Menkveld · The Journal of Finance · 2011 · 486 citations · Full text

, , +11

International Evidence on Algorithmic Trading

Ekkehart Boehmer, Kingsley Y. L. Fong, Juan Wu · SSRN Electronic Journal · 2012 · 223 citations · Full text

, , +17

Algorithmic Trading and Information

Terrence Hendershott, Ryan Riordan · SSRN Electronic Journal · 2011 · 191 citations · Full text

, , +17

Technical Analysis and Liquidity Provision

Kenneth A. Kavajecz, Elizabeth R. Odders-White · Review of Financial Studies · 2004 · 147 citations

, , +13

1–5 of 48

Authors

97

  1. ÁC
    Álvaro Cartea

    University of Oxford, United Kingdom

    4 publications · 77 citations

    4

    h-index

  2. TH
    Terrence Hendershott

    University of California, Berkeley, United States

    3 publications · 695 citations

    3

    h-index

  3. AC
    Alain Chaboud

    Federal Reserve Board of Governors, United States

    3 publications · 833 citations

    3

    h-index

  4. EH
    Erik Hjalmarsson

    Federal Reserve, United States

    3 publications · 833 citations

    3

    h-index

  5. BC
    Bidisha Chakrabarty

    Saint Louis University, United States

    3 publications · 56 citations

    3

    h-index

1–5 of 97

Institutions

87

  1. University of California, Berkeley

    Berkeley, United States

    4 h-index

    4 publications

    774 citations

  2. University of Oxford

    Oxford, United Kingdom

    4 h-index

    10 publications

    198 citations

  3. Federal Reserve

    Washington D.C., United States

    3 h-index

    11 publications

    2.7K citations

  4. Federal Reserve Board of Governors

    Washington D.C., United States

    3 h-index

    11 publications

    2.7K citations

  5. Universitat de les Illes Balears

    Palma, Spain

    3 h-index

    3 publications

    56 citations

  6. UNSW Sydney

    Sydney, Australia

    3 h-index

    2 publications

    347 citations

  7. Quantitative BioSciences

    Solana Beach, United States

    2 h-index

    6 publications

    132 citations

  8. Mansfield University

    Mansfield, United States

    2 h-index

    3 publications

    74 citations

1–8 of 87

Venues

  1. SSRN Electronic Journal

    Repository · 17 publications · 900 citations

    14

    h-index

  2. arXiv (Cornell University)

    Repository · 4 publications · 104 citations

    4

    h-index

  3. The Journal of Finance

    3 publications · 1.2K citations

    3

    h-index

  4. Journal of Banking & Finance

    2 publications · 105 citations

    2

    h-index

  5. Pacific-Basin Finance Journal

    1 publications · 12 citations

    1

    h-index

1–5