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Nicholas H. Hirschey
Researcher at London Business School
Publications - 2
Citations - 138
Nicholas H. Hirschey is an academic researcher from London Business School. The author has contributed to research in topics: High-frequency trading & Market liquidity. The author has an hindex of 2, co-authored 2 publications receiving 114 citations.
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Do High-Frequency Traders Anticipate Buying and Selling Pressure?
TL;DR: The existence of an anticipatory trading channel through which HFTs may increase non-HFT trading costs is supported, and results are not fully explained by H FTs reacting faster to signals that non-hFTs also observe.
Journal ArticleDOI
Do High-Frequency Traders Anticipate Buying and Selling Pressure?
TL;DR: In this paper, the authors provide evidence that high-frequency traders identify patterns in past trades and orders that allow them to anticipate and trade ahead of other investors' order flow, leading to higher profits.