Concepedia

Concept

high-frequency trading

Parents

3.1K

Publications

223.9K

Citations

5.1K

Authors

1.8K

Institutions

About

High-frequency trading is a class of algorithmic trading strategies characterized by the use of sophisticated technological infrastructure and low-latency connections to financial exchanges to execute a large volume of orders at extremely high speeds, frequently within fractions of a second. As an academic concept and research area, it investigates the design, implementation, and market impact of these strategies, including their effects on market microstructure, liquidity provision, price formation, volatility dynamics, and the broader implications for financial market stability and regulation.

Top Authors

Rankings shown are based on concept H-Index.

TH

University of Memphis

MO

Cornell University

AF

The University of Sydney

DR

Sungkyunkwan University

BF

University of Mississippi

Top Institutions

Rankings shown are based on concept H-Index.

Cornell University

Ithaca, United States

University of Notre Dame

Notre Dame, United States

University of California, Berkeley

Berkeley, United States

The University of Sydney

Sydney, Australia

New York University

New York, United States