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

Name: Replication Package for "High-frequency Trading in the Stock Market and the Costs of Option Market Making"
Creator: Mahendrarajah Nimalendran
Published: 2024-06-20T07:41:21.819Z
Keywords: Finance

Nimalendran, Mahendrarajah; Rzayev, Khaladdin; Sagade, Satchit

doi:10.17632/t6cs4m68df.3

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

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

Description

Files

Institutions

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