Journal of Banking & Finance · 2014 · 60 citations · 29 references
BusinessBusiness EconomicsEconomicsFinancial EconomicsFinancial MarketsInternational EconomicsLiquidityLiquidity MeasurementLiquidity RiskMarket LiquidityMarket MicrostructureTrading MechanismsLiquidity ModelingMarket Microstructure LiquidityOrder-to-trade Ratio ControlsTrading Ratios
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High-Frequency Trading and Price Discovery
Jonathan Brogaard, Terrence Hendershott, Ryan Riordan · Review of Financial Studies · 2014 · 1.2K citations · Full text
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