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Understanding the worst-kept secret of high-frequency trading

Published Online: 2026-01-13

Authors

Pulido, Sergio

Rosenbaum, Mathieu

Sfendourakis, Emmanouil
Funding

Funding for this research was provided by:

Université Paris-Saclay
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Text and Data Mining valid from 2026-01-13

Version of Record valid from 2026-01-13
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Article History

Received: 28 July 2023

Accepted: 7 February 2025

First Online: 13 January 2026

Declarations

:

: The authors declare no competing interests.

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