Does Algorithmic Trading Improve Liquidity?

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We appreciate helpful discussions with Jean-Paul Abraham, Jos Schmitt and participants at the 23 rd SUERF Colloquium. We acknowledge financial assistance from FWO-Vlaanderen under contracts G.0302.00 and G.0333.01.

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ژورنال

عنوان ژورنال: The Journal of Finance

سال: 2011

ISSN: 0022-1082

DOI: 10.1111/j.1540-6261.2010.01624.x