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High Frequency Trading and Stock Herding

https://doi.org/10.2139/ssrn.4670334
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inferredcites →https://doi.org/10.1002/fut.21631openalex-extracted
The Impact of Co‐Location of Securities Exchanges' and Traders' Computer Servers on Market Liquidity
inferredcites →https://doi.org/10.1002/ijfe.1741openalex-extracted
Option‐implied information and stock herding
inferredcites →https://doi.org/10.1007/978-3-031-81653-6_300354openalex-extracted
European Securities and Markets Authority
inferredcites →https://doi.org/10.1007/s11187-019-00284-0openalex-extracted
Do investors in SMEs herd? Evidence from French and UK equity markets
inferredcites →https://doi.org/10.1016/j.finmar.2013.05.003openalex-extracted
Low-Latency Trading
inferredcites →https://doi.org/10.1016/j.finmar.2013.05.009openalex-extracted
The Diversity of High Frequency Traders
inferredcites →https://doi.org/10.1016/j.finmar.2013.06.006openalex-extracted
High Frequency Trading and the New-Market Makers
inferredcites →https://doi.org/10.1016/j.finmar.2017.09.001openalex-extracted
Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange
inferredcites →https://doi.org/10.1016/j.intfin.2012.09.003openalex-extracted
International herding: Does it differ across sectors?
inferredcites →https://doi.org/10.1016/j.intfin.2013.05.008openalex-extracted
Institutional industry herding: Intentional or spurious?
inferredcites →https://doi.org/10.1016/j.intfin.2019.101168openalex-extracted
Can China’s cross-sectional dispersion of stock returns influence the herding behaviour of traders in other local markets and China’s trading partners?
inferredcites →https://doi.org/10.1016/j.irfa.2016.09.013openalex-extracted
Herd behavior and equity market liquidity: Evidence from major markets
inferredcites →https://doi.org/10.1016/j.irfa.2017.08.010openalex-extracted
Intraday herding on a cross-border exchange
inferredcites →https://doi.org/10.1016/j.jbankfin.2009.12.014openalex-extracted
An empirical analysis of herd behavior in global stock markets
inferredcites →https://doi.org/10.1016/j.jbankfin.2014.03.014openalex-extracted
Herding on fundamental information: A comparative study
inferredcites →https://doi.org/10.1016/j.jbankfin.2015.06.011openalex-extracted
High frequency trading and end-of-day price dislocation
inferredcites →https://doi.org/10.1016/j.jbankfin.2016.02.002openalex-extracted
Do Investors Follow the Herd in Option Markets?
inferredcites →https://doi.org/10.1016/j.jbankfin.2017.08.006openalex-extracted
The case for herding is stronger than you think
inferredcites →https://doi.org/10.1016/j.jbankfin.2019.05.015openalex-extracted
Do closed-end fund investors herd?
inferredcites →https://doi.org/10.1016/j.jbankfin.2022.106415openalex-extracted
Stock liquidity and algorithmic market making during the COVID-19 crisis
inferredcites →https://doi.org/10.1016/j.jbankfin.2023.106843openalex-extracted
Algorithmic Trading and Market Quality: International Evidence of the Impact of Errors in Colocation Dates
inferredcites →https://doi.org/10.1016/j.jebo.2011.09.006openalex-extracted
Herding effects in order driven markets: The rise and fall of gurus
inferredcites →https://doi.org/10.1016/j.jempfin.2003.06.003openalex-extracted
Analysis of intraday herding behavior among the sector ETFs
inferredcites →https://doi.org/10.1016/j.jempfin.2020.11.001openalex-extracted
Does program trading contribute to excess comovement of stock returns?
inferredcites →https://doi.org/10.1016/j.jfineco.2015.02.008openalex-extracted
High-frequency quoting, trading, and the efficiency of prices
inferredcites →https://doi.org/10.1016/j.jfineco.2015.03.004openalex-extracted
Equilibrium fast trading
inferredcites →https://doi.org/10.1016/j.jfineco.2018.02.002openalex-extracted
High frequency trading and extreme price movements
inferredcites →https://doi.org/10.1016/j.jfineco.2018.02.015openalex-extracted
High frequency trading and comovement in financial markets
inferredcites →https://doi.org/10.1016/j.jimonfin.2020.102311openalex-extracted
Herding by corporates in the US and the Eurozone through different market conditions
inferredcites →https://doi.org/10.1016/s0378-4266(99)00096-5openalex-extracted
An examination of herd behavior in equity markets: An international perspective
inferredcites →https://doi.org/10.1017/s0022109018001096openalex-extracted
Risk and Return in High Frequency Trading
inferredcites →https://doi.org/10.1017/s0022109018001175openalex-extracted
High-Frequency Trading Competition
inferredcites →https://doi.org/10.1017/s0022109020000782openalex-extracted
Algorithmic Trading and Market Quality: International Evidence
inferredcites →https://doi.org/10.1080/1351847x.2014.917119openalex-extracted
Trade size, high-frequency trading, and colocation around the world
inferredcites →https://doi.org/10.1080/15427560.2021.1917579openalex-extracted
Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data
inferredcites →https://doi.org/10.1086/261849openalex-extracted
A Theory of Fads, Fashion, Custom, and Cultural Change as Informational Cascades
inferredcites →https://doi.org/10.1093/qje/qjab032openalex-extracted
Quantifying the High-Frequency Trading "Arms Race"
inferredcites →https://doi.org/10.1093/qje/qjv027openalex-extracted
The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response
inferredcites →https://doi.org/10.1093/rfs/hhaa078openalex-extracted
Microstructure in the Machine Age
inferredcites →https://doi.org/10.1093/rfs/hhg040openalex-extracted
Greener Pastures and the Impact of Dynamic Institutional Preferences
inferredcites →https://doi.org/10.1093/rfs/hhu032openalex-extracted
High-Frequency Trading and Price Discovery
inferredcites →https://doi.org/10.1093/rfs/hhx137openalex-extracted
Does Algorithmic Trading Reduce Information Acquisition?
inferredcites →https://doi.org/10.1093/rfs/hhx144openalex-extracted
The Competitive Landscape of High-Frequency Trading Firms
inferredcites →https://doi.org/10.1093/rfs/hhz070openalex-extracted
Back-Running: Seeking and Hiding Fundamental Information in Order Flows*
inferredcites →https://doi.org/10.1111/1467-8551.12158openalex-extracted
Close Communications: Hedge Funds, Brokers and the Emergence of Herding
inferredcites →https://doi.org/10.1111/1468-036x.00207openalex-extracted
Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis
inferredcites →https://doi.org/10.1111/fire.12040openalex-extracted
The Provision of Liquidity by High‐Frequency Participants
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01624.xopenalex-extracted
Does Algorithmic Trading Improve Liquidity?
inferredcites →https://doi.org/10.1111/jofi.12186openalex-extracted
Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market
inferredcites →https://doi.org/10.1111/jofi.12759openalex-extracted
High-Frequency Trading around Large Institutional Orders
inferredcites →https://doi.org/10.1142/s0219024912500227openalex-extracted
A DYSFUNCTIONAL ROLE OF HIGH FREQUENCY TRADING IN ELECTRONIC MARKETS
inferredcites →https://doi.org/10.1257/0002828041464461openalex-extracted
Distinguishing Informational Cascades from Herd Behavior in the Laboratory
inferredcites →https://doi.org/10.1257/jep.4.2.19openalex-extracted
The Noise Trader Approach to Finance
inferredcites →https://doi.org/10.1287/mnsc.2020.3608openalex-extracted
Do High-Frequency Traders Anticipate Buying and Selling Pressure?
inferredcites →https://doi.org/10.2139/ssrn.1781124openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2184302openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2238516openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2357122openalex-extracted
High Frequency Quoting, Trading, and the Efficiency of Prices
inferredcites →https://doi.org/10.2139/ssrn.2531122openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2745367openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.2827148openalex-extracted
High Frequency Trading and Co-Movement in Financial Markets
inferredcites →https://doi.org/10.2139/ssrn.3349653openalex-extracted
High-Frequency Trading and Price Informativeness
inferredcites →https://doi.org/10.2139/ssrn.3402867openalex-extracted
Competition Among High-Frequency Traders, and Market Quality
inferredcites →https://doi.org/10.2139/ssrn.3857463openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.3868966openalex-extracted
inferredcites →https://doi.org/10.2307/2118364openalex-extracted
A Simple Model of Herd Behavior
inferredcites →https://doi.org/10.2307/3867650openalex-extracted
Herd Behavior in Financial Markets
inferredcites →https://doi.org/10.2469/faj.v51.n4.1918openalex-extracted
Following the Pied Piper: Do Individual Returns Herd around the Market?
inferredcites →https://doi.org/10.3905/jot.2010.5.2.010openalex-extracted
What Is a Quote?
inferredcites →https://doi.org/10.1016/j.finmar.2016.03.004openalex-snapshot
Price discovery and the cross-section of high-frequency trading
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