Equilibrium Fast Trading
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Other versions of this item:
- Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2015. "Equilibrium fast trading," Journal of Financial Economics, Elsevier, vol. 116(2), pages 292-313.
- Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," HEC Research Papers Series 968, HEC Paris.
- Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," IDEI Working Papers 769, Institut d'Économie Industrielle (IDEI), Toulouse, revised Sep 2014.
- Bruno Biais & Thierry Foucault & Sophie Moinas, 2015. "Equilibrium fast trading," Post-Print halshs-01400252, HAL.
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More about this item
Keywords
high-frequency trading; externalities; welfare;All these keywords.
JEL classification:
- D4 - Microeconomics - - Market Structure, Pricing, and Design
- D62 - Microeconomics - - Welfare Economics - - - Externalities
- G1 - Financial Economics - - General Financial Markets
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- L1 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance
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