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

Academic journals

Publication Date

03/07/2024

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