Do High Frequency Trading Firms Provide Two-Sided Liquidity?

Deniz Ozenbas; Robert A. Schwartz

doi:10.3905/jpm.2018.1.081

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

Deniz Ozenbas

is a professor of finance at the Feliciano School of Business, Montclair State University in Montclair, NJ

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Robert A. Schwartz

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

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Do High Frequency Trading Firms Provide Two-Sided Liquidity?