High-frequency trading in the stock market and the costs of options market making

Academic journals

Publication Date
Journal of Financial Economics
Publication Authors
Mahendrarajah Nimalendran
Khaladdin Rzayev
Satchit Sagade

Mahendrarajah Nimalendran, Khaladdin Rzayev, Satchit Sagade (2024). High-frequency trading in the stock market and the costs of options market making. Journal of Financial Economics, 159, 103900.

doi: 10.1016/j.jfineco.2024.103900

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