Economics, Econometrics and Finance
8 years ago

High-frequency trading boosts market efficiency and improves price discovery worldwide.

Applied Economics Letters
The implications of high-frequency trading on market efficiency and price discovery
Viktor Manahov, Robert Hudson

Paper Summary

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High-frequency trading helps make markets more efficient and improves price discovery by trading in a way that benefits the market. This was shown by analyzing real-time data of popular currency pairs.