| dc.contributor.author | Bodur, Mehmet | |
| dc.contributor.author | Ersan, Oğuz | |
| dc.contributor.author | Ekinci, Cumhur | |
| dc.contributor.author | Dalgıç, Nihan | |
| dc.date.accessioned | 2023-10-19T14:55:52Z | |
| dc.date.available | 2023-10-19T14:55:52Z | |
| dc.date.issued | 2021 | |
| dc.identifier.issn | 2547-9733 | |
| dc.identifier.issn | 2651-4192 | |
| dc.identifier.uri | https://doi.org/10.29023/alanyaakademik.799039 | |
| dc.identifier.uri | https://search.trdizin.gov.tr/yayin/detay/432754 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12469/4600 | |
| dc.description.abstract | High-frequency trading (HFT) has been dominating the activity in developedfinancial markets in the last two decades. Despite its recent formation, theliterature on the impacts of HFT on financial markets and participants isbroad. However, there are ongoing debates and unanswered questionswithin many subtopics. We survey through the research towards HFT effectson liquidity in an attempt to explain the coexistence of evidence regardingboth the positive and the negative impacts of HFT. We name two mainfactors leading to mixed results. Former concerns the negative marketconditions such as intraday shocks, through which HFT trading patternsmay sharply change. Latter regards the certain characteristics of HFTliquidity provision with the potential to present externalities for the market. | en_US |
| dc.language.iso | eng | en_US |
| dc.relation.ispartof | Alanya Akademik Bakış | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.title | High-Frequency Trading and its Impact on Market Liquidity: A Review of Literature | en_US |
| dc.type | article | en_US |
| dc.identifier.startpage | 345 | en_US |
| dc.identifier.endpage | 368 | en_US |
| dc.identifier.issue | 1 | en_US |
| dc.identifier.volume | 5 | en_US |
| dc.identifier.doi | 10.29023/alanyaakademik.799039 | |
| dc.institutionauthor | N/A | |
| dc.relation.publicationcategory | Makale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| dc.identifier.trdizinid | 432754 | en_US] |
