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Identifying the impact of High Frequency Trading on Liquidity and Volatility

Stavaux, Gauvain
(2019)

Files

Stavaux_48991300_2019.pdf
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  • Adobe PDF
  • 2.29 MB

Details

Supervisors
Petitjean, Mikael
Faculty
Louvain School of Management
Degree label
Master [120] en ingénieur de gestion
Abstract
The thesis explains the impact of high frequency traders during periods of higher volatility. It can be seen that during periods characterized by high volatility (schematized by the appearance of Mini Flash Crash) HFTs provide liquidity on the market and promote the return to stability calming down the volatility.