Replication Package for "High-frequency Trading in the Stock Market and the Costs of Option Market Making"

Published: 20 June 2024| Version 3 | DOI: 10.17632/t6cs4m68df.3
Contributors:
Mahendrarajah Nimalendran, Khaladdin Rzayev, Satchit Sagade

Description

This zip file contains the replication package for "High-frequency Trading in the Stock Market and the Costs of Option Market Making" by Mahendrarajah Nimalendran, Khaladdin Rzayev, and Satchit Sagade.

Files

Institutions

  • University of Florida
  • The University of Edinburgh

Categories

Finance

Licence