Reference health
Machine Learning and High-Frequency Algorithms during Batch Auctions
39/39 checkable references clean · checked 2026-08-21
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 39 checked references that resolve
resolves10.1111/fmii.12068
High Frequency Trading and US Stock Market Microstructure: A Study of Interactions betweenComplexities, Risks and Strategies Residing in U.S. Equity Market Microstructure
resolves10.2139/ssrn.2640823
Fast Traders Make a Quick Buck: The Role of Speed in Liquidity Provision
resolves10.1111/jofi.12422
Can Brokers Have It All? On the Relation between Make‐Take Fees and Limit Order Execution Quality
resolves10.1016/j.jbankfin.2007.12.036
How does the call market method affect price efficiency? Evidence from the Singapore Stock Market
resolves10.1111/ajfs.12120
High-frequency Trading: Review of the Literature and Regulatory Initiatives around the World
resolves10.1016/j.pacfin.2006.04.002
Opening and closing behavior following the introduction of call auctions in Singapore
resolves10.3905/jpm.2012.39.1.019
The Volume Clock: <i>Insights into the</i><i>High-Frequency Paradigm</i>
resolves10.1016/0304-405x(85)90044-3
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
resolves10.2139/ssrn.2112139
Agent Based Model of the E-Mini S&P 500 Future: Application for Policy Making
resolves10.1007/s10669-016-9597-2
Visual analysis to support regulators in electronic order book markets
resolves10.1016/j.finmar.2012.11.001
A call auction's impact on price formation and order routing: Evidence from the NASDAQ stock market
resolves10.1109/icdm.2014.27
Dynamic Time Warping Averaging of Time Series Allows Faster and More Accurate Classification
resolves10.2139/ssrn.2846160
Profitability and Market Quality of High Frequency Market-Makers: An Empirical Investigation
The 20 references without a DOI — listed, not checked
no DOI — not checkedref4
no DOI — not checkedref8
no DOI — not checkedHigh-frequency Trading Activity in EU Equity markets
no DOI — not checkedThe Brokerage World Is Changing, Who Will Survive?
no DOI — not checkedThe Welfare Impact of High Frequency Trading
no DOI — not checkedref19
no DOI — not checkedref22
no DOI — not checkedref23
no DOI — not checkedQuerying and Mining of Time Series Data: Experimental Comparison of Representations and Distance Measures
no DOI — not checkedref37
no DOI — not checkedHigh Frequency Market Making to Large Menkveld
no DOI — not checkedHigh Frequency Market Microstructure
no DOI — not checkedHigh-frequency Trading: Background, Concerns, and Regulatory Developments
no DOI — not checkedTapping the Brakes: Are Less Active Markets Safer and Better for the Economy?
no DOI — not checkedThe Externalities of High Frequency Trading
no DOI — not checkedEfficient Elastic Burst Detection in Data Streams
no DOI — not checkedref55
no DOI — not checkedref57
no DOI — not checkedref58
no DOI — not checkedref59
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