Jun He
Post
Research
Note
Data
Bergen
🌞
Mahendrarajah Nimalendran
← Papers reviewed on this blog
[2024 JFE]
你以为高频交易只搅动了股票，其实它在期权里收了一笔「过路费」
High-frequency Trading in the Stock Market and the Costs of Options Market Making
Jun 2026