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• W2123486988 abstract "What is the impact of algorithmic trading (AT) on market quality? This research question has been dogged by endogeneity bias. We address the problem by using orders clearly identied as originating from AT, and the introduction of co-location as an exogenous event after which AT increased. A matched set of rms with high and low" @default.
• W2123486988 created "2016-06-24" @default.
• W2123486988 creator A5006417253 @default.
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• W2123486988 date "2014-07-01" @default.
• W2123486988 modified "2023-09-27" @default.
• W2123486988 title "The Causal impact of algorithmic trading on market quality" @default.
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• W2123486988 hasPublicationYear "2014" @default.
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