We are grateful for comments and suggestions from an anonymous referee and the editor (Bob Webb). This work was supported by the research fund of Hanyang University (HY-2009-N).
Who Makes Markets? Liquidity Providers Versus Algorithmic Traders
Article first published online: 20 MAR 2012
© 2012 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 33, Issue 5, pages 397–420, May 2013
How to Cite
Chae, J., Khil, J. and Lee, E. J. (2013), Who Makes Markets? Liquidity Providers Versus Algorithmic Traders. J. Fut. Mark., 33: 397–420. doi: 10.1002/fut.21555
- Issue published online: 5 FEB 2013
- Article first published online: 20 MAR 2012
- Manuscript Revised: 5 JAN 2012
- Manuscript Accepted: 5 JAN 2012
- Manuscript Received: 29 JUN 2011
- Hanyang University. Grant Number: HY-2009-N
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