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1. High-Frequency Financial Market Simulation and Flash Crash Scenarios Analysis: An Agent-Based Modelling Approach. (2024). Weston, Stephen ; Vytelingum, Perukrishnen ; Gao, Kang ; Guo, CE ; Luk, Wayne.
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2. Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment: Empirical Study in the Japanese Stock Market. (2018). Yoshino, Naoyuki ; Nakatsuma, Teruo ; Adachi, Takanori ; Saito, Taiga ; Tsuda, Hiroshi ; Takahashi, Akihiko.
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3. A model for unpacking big data analytics in high-frequency trading. (2017). Currie, Wendy L.
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   RePEc:eee:jbrese:v:70:y:2017:i:c:p:300-307.

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4. Optimal market making. (2017). Gu, Olivier.
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5. High-frequency trading in the Bund futures market. (2016). Schlepper, Kathi.
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6. Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent Based Model with Low- and High-Frequency Trading. (2016). Napoletano, Mauro ; Leal, Sandrine Jacob.
   In: LEM Papers Series.
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7. Profitability and Market Quality of High Frequency Market-makers: An Empirical Investigation. (2016). Yergeau, Gabriel.
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8. The Dynamics of Ex-ante High-Frequency Liquidity: An Empirical Analysis. (2016). Dionne, Georges ; Zhou, Xiaozhou.
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9. Tick Size Wars. (2016). Ødegaard, Bernt ; Meling, Tom Grimstvedt ; Odegaard, Bernt Arne.
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10. Need for Speed? Exchange Latency and Liquidity. (2016). Zoican, Marius ; Menkveld, Albert.
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11. Intraday market making with overnight inventory costs. (2016). Vogt, Erik ; Fleming, Michael ; Adrian, Tobias ; Zhang, Hongzhong ; Capponi, Agostino.
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12. Shorting at close range: A tale of two types. (2016). Putnins, Talis ; Jones, Charles M ; Comerton-Forde, Carole.
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13. Market conditions, fragility, and the economics of market making. (2016). Venkataraman, Kumar ; Anand, Amber.
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14. Price discovery and the cross-section of high-frequency trading. (2016). Benos, Evangelos ; Sagade, Satchit.
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15. Explaining turn of the year order flow imbalance. (2016). Steeley, James ; Chelley-Steeley, Patricia ; Lambertides, Neophytos.
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16. Downsized FX markets: causes and implications. (2016). Sushko, Vladyslav ; Schrimpf, Andreas ; Moore, Michael.
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17. Hanging up the phone - electronic trading in fixed income markets and its implications. (2016). Schrimpf, Andreas ; Lewrick, Ulf ; Bech, Morten ; Illes, Anamaria.
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18. Biased Roulette Wheel: A Quantitative Trading Strategy Approach. (2016). Mart, Giancarlo Salirrosas .
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19. Trading in Fragmented Markets. (2015). Baldauf, Markus ; Mollner, Joshua.
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20. High-Frequency Trading and Market Performance. (2015). Baldauf, Markus ; Mollner, Joshua.
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21. Politically Motivated Taxes in Financial Markets: The Case of the French Financial Transaction Tax. (2015). Meyer, Stephan ; Wagener, Martin ; Weinhardt, Christof.
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22. Financial Market Liquidity: Who Is Acting Strategically?. (2015). Le Fol, Gaelle ; darolles, serge ; Mero, Gulten.
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23. Innovations in financial IS and technology ecosystems: High-frequency trading in the equity market. (2015). Kauffman, Robert J ; Liu, Jun.
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24. Optimal liquidity provision. (2015). Muhle-Karbe, Johannes ; Kuhn, Christoph.
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25. Liquidity provision and informed trading by individual investors. (2015). Do, Binh ; Tian, Xiao ; Kalev, Petko S ; Duong, Huu Nhan.
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26. High frequency market microstructure. (2015). Ohara, Maureen.
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27. High frequency trading and end-of-day price dislocation. (2015). Cumming, Douglas ; Aitken, Michael ; Zhan, Feng.
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28. Measuring the liquidity part of volume. (2015). darolles, serge ; Mero, Gulten ; le Fol, Gaelle.
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29. Order-to-trade ratios and market liquidity. (2015). Payne, Richard ; Friederich, Sylvain.
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30. First to “Read” the News: News Analytics and Institutional Trading. (2015). Massa, Massimo ; Keim, Donald B ; von Beschwitz, Bastian.
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31. Interactions among high-frequency traders. (2015). Hjalmarsson, Erik ; Benos, Evangelos ; Brugler, James ; Zikes, Filip.
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32. Facilitation and Internalization Optimal Strategy in a Multilateral Trading Context. (2015). Li, Qinghua.
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33. Automated Liquidity Provision. (2014). Michayluk, David ; Gerig, Austin.
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34. Need for Speed? Exchange Latency and Liquidity. (2014). Zoican, Marius ; Menkveld, Albert.
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35. Rock around the clock: an agent-based model of low- and high-frequency trading. (2014). Roventini, Andrea ; Napoletano, Mauro ; Fagiolo, Giorgio ; Leal, Sandrine Jacob.
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36. The causal impact of algorithmic trading on market quality. (2014). Thomas, Susan ; Aggarwal, Nidhi.
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37. Throttling hyperactive robots - Message to trade ratios at the Oslo Stock Exchange. (2014). Skjeltorp, Johannes ; Ødegaard, Bernt ; Jørgensen, Kjell ; Jorgensen, Kjell.
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38. Price pressures. (2014). Menkveld, Albert ; Hendershott, Terrence.
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39. News-driven return reversals: Liquidity provision ahead of earnings announcements. (2014). Wang, Sean ; So, Eric C..
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40. A dynamic limit order market with fast and slow traders. (2014). Hoffmann, Peter.
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41. Liquidity provision and stock return predictability. (2014). Hendershott, Terrence ; Seasholes, Mark S..
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42. Does high frequency trading affect technical analysis and market efficiency? And if so, how?. (2014). Hudson, Robert ; Gebka, Bartosz ; Manahov, Viktor.
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43. The relative contribution of ask and bid quotes to price discovery. (2014). PASCUAL, ROBERTO ; Pascual-Fuster, Bartolomé.
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44. High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market. (2014). Valente, Giorgio ; Lo, Ingrid ; Jiang, George J..
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45. Competition between high-frequency traders, and market quality. (2013). Breckenfelder, Johannes.
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46. High Frequency Traders: Taking Advantage of Speed. (2013). Ait-Sahalia, Yacine ; Saglam, Mehmet.
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47. The diversity of high-frequency traders. (2013). Norden, Lars ; Hagstromer, Bjorn.
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48. Very fast money: High-frequency trading on the NASDAQ. (2013). Carrion, Allen.
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49. Low-latency trading. (2013). Hasbrouck, Joel ; Saar, Gideon.
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50. Effects of Lit and Dark Market Fragmentation on Liquidity. (2011). Gresse, Carole.
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