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- Title
High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market.
- Authors
Benos, Evangelos; Sagade, Satchit
- Abstract
The article presents a study which has been carried out to understand the behaviour of high-frequency traders (HFTs) in Great Britain equity market and its impact on market quality including liquidity, excess volatility and price discovery. It informs that there has been increase in activities of HFTs in the securities market of the U.S., Great Britain and Europe. It highlights that the Bank of England is interested in assessing impacts of HFTs on price efficiency and liquidity.
- Subjects
UNITED States; STOCKS (Finance); SECURITIES trading; LIQUIDITY (Economics); MARKET volatility; FINANCIAL markets; BANK of England
- Publication
Bank of England Quarterly Bulletin, 2012, Vol 52, Issue 4, p370
- ISSN
0005-5166
- Publication type
Article