Browsing Department of Economics and Business Administration by Journals "Journal of financial markets"
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Throttling hyperactive robots – order-to-trade ratios at the Oslo Stock Exchange
(Journal article; Peer reviewed, 2017-09)We investigate the effects of introducing a fee on excessive order-to-trade ratios (OTRs) on market quality at the Oslo Stock Exchange (OSE). We find that traders reacted to the regulation as measured OTRs fell. However, ...