High-Frequency Trading and Price Discovery

Clicks: 109
ID: 296916
2014
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Abstract
We examine the role of high-frequency traders (HFTs) in price discovery and price efficiency. Overall HFTs facilitate price efficiency by trading in the direction of permanent price changes and in the opposite direction of transitory pricing errors, both on average and on the highest volatility days. This is done through their liquidity demanding orders. In contrast, HFTs' liquidity supplying orders are adversely selected. The direction of HFTs' trading predicts price changes over short horizons measured in seconds. The direction of HFTs' trading is correlated with public information, such as macro news announcements, market-wide price movements, and limit order book imbalances.
Reference Key
openalex_W2238750598 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Jonathan Brogaard, Terrence Hendershott, Ryan Riordan
Journal review of financial studies
Year 2014
DOI
10.1093/rfs/hhu032
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