The changing landscape of the equity markets
Nidhi Aggarwal, Chirag Anand, Susan Thomas
This paper aims to provide insight into the effects of algorithmic and high frequency trading on the trading behaviour of market participants in the context of Indian equity markets. Using a unique tick by tick orders and trades dataset from one of the most liquid stock exchanges, the National Stock Exchange (NSE), we examine the characteristics of how AT's trade in the markets, and how they changed equity market structure in India.
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