Print from the website of the AMF
Merci de désactiver le bloqueurs de pub pour visualiser cette vidéo.
- Home
- News & Publications
- Publications
- Reports, research and analysis
- Analysis of the aggressive behaviour of market participants: do HFTs trade opportunely?
Analysis of the aggressive behaviour of market participants: do HFTs trade opportunely?
Analysis of the aggressive behaviour of market participants: do HFTs trade opportunely?
This microstructure study analyses the market participants 'aggressive' orders on the most liquid stocks on Euronext Paris during a 3 months period, from September 2017 to November 2017. The aim of this work is on the one hand to quantify the impact of these orders on price formation, and on the other to estimate the informational advantage of High Frequency Traders compared to the rest of the market.
Keywords
On the same topic
15 January 2024
Market manipulation identified and reported by the AMF sanctioned by the Paris Tribunal Correctionnel Market manipulation identified and reported by the AMF sanctioned by the Paris Tribunal Correctionnel19 December 2023
Closing speech by Marie-Anne Barbat-Layani, AMF Chair - 20 years of the Autorité des Marchés Financiers - Thursday 23 November 2023 Closing speech by Marie-Anne Barbat-Layani, AMF Chair - 20 years of the Autorité des Marchés Financiers - Thursday 23 November 202307 December 2023
The AMF presents its 2023 Young Researcher Award to Sylvain Carré The AMF presents its 2023 Young Researcher Award to Sylvain CarréLegal information:
Head of publications: The Executive Director of AMF Communication Directorate. Contact: Communication Directorate – Autorité des marches financiers 17 place de la Bourse – 75082 Paris cedex 02
Head of publications: The Executive Director of AMF Communication Directorate. Contact: Communication Directorate – Autorité des marches financiers 17 place de la Bourse – 75082 Paris cedex 02