High Frequency Trading and Ghost Liquidity
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GHOST
is a Collaborative Research Project funded by
ANR
.
The project aims to analyze the nature of liquidity in modern stock markets characterized by automated high-speed trading and competition between trading platforms.
Partners
Cass Business School
, City University of London
KU Leuven
, AFI-Finance
UCLouvain
, Louvain School of Management
Université Paris-Dauphine
, PSL, DRM, CNRS
Grant
218,920 euros
Duration
48 months starting in October 2015
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