Article

Do High Frequency Trading Firms Provide Two-Sided Liquidity?

Deniz Ozenbas and Robert A. Schwartz
The Journal of Portfolio Management Summer 2018, jpm.2018.1.081; DOI: https://doi.org/10.3905/jpm.2018.1.081

Article Information

jpm.2018.1.081
DOI 
https://doi.org/10.3905/jpm.2018.1.081
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online July 13, 2018.

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Copyright & Usage 
© 2018 Pageant Media Ltd

Author Information

  1. Deniz Ozenbas
    1. is a professor of finance at the Feliciano School of Business, Montclair State University in Montclair, NJ. (ozenbasd{at}montclair.edu)
  2. Robert A. Schwartz
    1. is the Marvin M. Speiser professor of finance and University Distinguished Professor at the Zicklin School of Business, Baruch College, CUNY in New York, NY. (robert.schwartz{at}baruch.cuny.edu)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Do High Frequency Trading Firms Provide Two-Sided Liquidity?
Deniz Ozenbas, Robert A. Schwartz
The Journal of Portfolio Management Jul 2018, jpm.2018.1.081; DOI: 10.3905/jpm.2018.1.081
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