Order to trade ratios and their impact on Italian stock market quality Order to trade ratios and their impact on Italian stock market quality

  • Sylvain Friederich
  • Published 2012

Abstract

Order-to-Trade Ratios (OTRs) are currently being actively considered as a means to reduce the order message traffic generated by High-Frequency Traders without harming liquidity supply. In this short paper, we attempt to supply a guide to the issues involved in the design of OTR schemes for the intention of policy-makers, as well as a preliminary assessment… (More)

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