[Agarwal, A. (2012). High Frequency Trading: Evolution and the Future, Capgemini. Retrieved fromhttps://www.capgemini.com/resource-file-access/resource/pdf/High_Frequency_Trading__Evolution_and_the_Future.pdf. Access: 10-02-2017.]Search in Google Scholar
[Aguilar, L.A. (2015). Shedding Light on Dark Pools. Retrieved fromhttps://www.sec.gov/news/statement/shedding-light-on-dark-pools.html. Access: 29-05-2019.]Search in Google Scholar
[Aldridge, I. (2013). High-frequency Trading: a Practical Guide to Algorithmic Strategies and Trading Systems. Hoboken, New Jersey: John Wiley & Sons.10.1002/9781119203803]Search in Google Scholar
[Anand, A., Weaver, D.G. (2004). Can Order Exposure be Mandated. Elsevier,Journal of Financial Markets, Vol. 7(4), 405-426.10.1016/j.finmar.2004.04.001]Search in Google Scholar
[Aquilina, M. (2017). Dark Trading and Market Quality. FCA. Retrieved fromhttps://www.fca.org.uk/insight/dark-trading-market-quality. Access: 29-05-2019.]Search in Google Scholar
[Bessembinder, H., Venkataraman, K. (2004). Does an Electronic Stock Exchange Need an Upstairs Market? Elsevier, Journal of Financial Economics, Vol. 73(1), 3-36.10.1016/j.jfineco.2003.05.005]Search in Google Scholar
[Biais, B., Foucault, T., Moinas, S. (2011). Equilibrium High Frequency Trading. Proceedings from International Conference of the French Finance Association (AFFI), May 2011. Retrieved from https://ssrn.com/abstract=1834344; http://www.lse.ac.uk/fmg/events/conferences/past-conferences/2012/PWC-Conference_7-8June/Papers-and-slides/Bruno_Biais_paper.pdf.10.2139/ssrn.2024360]Search in Google Scholar
[Breckenfelder, J.H. (2019). Competition Among High-Frequency Traders, and Market Quality, ECB, Working Paper Series, Vol. 2290 (June 2019).]Search in Google Scholar
[Brogaard, J., Hendershott, T., Riordan R. (2013). High Frequency Trading and Price Discovery. ECB, Working Paper, Vol. 1602.10.2139/ssrn.2341037]Search in Google Scholar
[Bunge, J. (2013). Stock Market’s Dark Side Expands to More Than 3-year High in July. Wall Street Journal. Retrieved from https://blogs.wsj.com/moneybeat/2013/07/31/stock-markets-dark-side-expands-to-more-than-3-year-high-in-july/. Access: 11-03-2019.]Search in Google Scholar
[Buti, S., Rindi, B. (2009). Hidden Orders and Optimal Submission Strategies in a Dynamic Limit Order Market, Retrieved from http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.598.2318&rep=rep1&type=pdf. Access: 20-03-2019.]Search in Google Scholar
[Carmona, R. (2013). Limit Order Books. Princeton University. Access: 13-05-2016.]Search in Google Scholar
[CFA (2019). Dark Pools, CFA Institute. Retrieved fromhttps://www.cfainstitute.org/en/advocacy/issues/dark-pools. Access: 13-03-2019.]Search in Google Scholar
[Chaboud, A., Chiquoine, B., Hjalmarsson, E., Vega, C., . . . . (2009). Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market, Federal Reserve Board. The Journal of Finance, Vol. 69(5), 2045-2084. doi:10.1111/jofi.12186.10.1111/jofi.12186]Search in Google Scholar
[Chakrabarty, B., Hendershott, T., Nawn, S., Pascual, R., . . . (2017). Order Exposure in High-frequency Markets. Retrieved from https://ssrn.com/abstract=3074049. Access: 24.04.2019.10.2139/ssrn.3074049]Search in Google Scholar
[D’Hondt, C., De Winne, R., Francois-Heude, A. (2004). Hidden Orders on Euronext: Nothing is Quite as it Seems, FuCaM-Catholic University of Mons, Working Paper, doi:10.2139/ssrn.379362.10.2139/ssrn.379362]Search in Google Scholar
[Euronext (2019).MiFid II - Cash Markets, Euronext. Retrieved from https://www.euronext.com/fr/regulation/mifid-2/cash-markets. Access: 22.05.2019.]Search in Google Scholar
[Finansinpektionen (2012). Investigation into High Frequency Trading and Algorithmic Trading, FI Report Ref. 11-10857. Finansinpektionen (February 2012). Retrieved from http://www.fi.se/contentassets/a9e47d166ba4466586bad3f216b46355/htf_eng.pdf. Access: 28-04-2016.]Search in Google Scholar
[Foley, S., Malinova, K., Park, A. (2013). Dark Trading on Public Exchanges. Retrieved from https://www.business.unsw.edu.au/About-Site/Schools-Site/banking-finance-site/Documents/dark-trading-on-public-exchanges.pdf. Access: 29-05-2019.10.2139/ssrn.2182839]Search in Google Scholar
[Frey, S., Sandås, P. (2009). The Impact of Iceberg Orders in Limit Order Books. AFA 2009 San Francisco Meetings Paper, Vol. 09 (06).10.2139/ssrn.1108485]Search in Google Scholar
[Furse C., Haldane A., Goodhart C., Cliff D., . . . Bond P. (2012), Foresight: The future of computer trading in financial markets, Working paper, The Government Office for Science, Available at: http://www.cftc.gov/idc/groups/public/@aboutcftc/documents/file/tacfuturecomputertrading1012.pdf, Retrieved: 14-03-2016]Search in Google Scholar
[Gai J., Yao C., & Ye M. (2012), The externalities of high frequency trading, Available at: https://www.sec..gov/divisions/riskfin/seminar/ye031513.pdf, Retrieved: (28-04-2016)]Search in Google Scholar
[Gao C. (2015), High frequency trading, hidden orders and market quality in equities, Rutgers The State University of New Jersey-New Brunswick.]Search in Google Scholar
[Golub A., Keane J., & Poon S.-H. (2012), High frequency trading and mini flash crashes, arXiv preprint arXiv:1211.6667.10.2139/ssrn.2182097]Search in Google Scholar
[Gomber P., Arndt B., Lutat M., &Uhle T., . . . . (2011), High-frequency trading, Available at SSRN 1858626.10.2139/ssrn.1858626]Search in Google Scholar
[Gould M. D., Porter M. A., Williams S., McDonald M., . . . Howison S. (2013), Limit order books, Quantitative Finance, Vol. 13 (11).10.1080/14697688.2013.803148]Search in Google Scholar
[Hendershott, T., Jones, C.M., Menkveld, A.J. (2011). Does Algorithmic Trading Improve Liquidity, Wiley Online Library. The Journal of Finance, Vol. 66(1), 1-33. doi:10.1111/j.1540-6261.2010.01624.x.10.1111/j.1540-6261.2010.01624.x]Search in Google Scholar
[Jain, A., Jain, C. (2017). Hide-and-seek in the Limit Order Book, JOT, Vol. 12(3), 30-36. doi:10.3905/jot.2017.12.3.030.10.3905/jot.2017.12.3.030]Search in Google Scholar
[Jarnecic, E., Snape, M. (2010). An Analysis of Trades by High Frequency Participants on the London Stock Exchange. Proceedings from 17th Annual Conference of the Multinational Finance Society MFS, Vol. 2010. Retrieved from http://scholar.googleusercontent.com/scholar.enw?q=info:Qcl4EaByKFYJ:scholar.google.]Search in Google Scholar
[Kaya, O. (2016). High-frequency Trading: Reaching the Limits. Deutsche Bank. Retrieved fromhttps://www.dbresearch.com/PROD/DBR_INTERNET_EN-PROD/PROD0000000000406105/High-frequency_trading%3A_Reaching_the_limits.pdf. Access: 20-04-2017.]Search in Google Scholar
[Lenczewski Martins, C.J. (2018). Toxic Liquidity - is it Here to Stay?, NBP, Bank i Kredyt, Vol. 49(1), 1-16.]Search in Google Scholar
[Lepone, A., Mistry, M. (2011). The Information Content of Undisclosed Limit Orders around Broker Anonymity. Australasian Accounting, Business and Finance Journal, Vol. 5(1), 5-18.]Search in Google Scholar
[Levine, M. (2015, January 12). ‘Hide not Slide’ Orders Were Slippery and Hidden, Bloomberg. Retrieved from https://www.bloomberg.com/view/articles/2015-01-13/hide-not-slide-orders-were-slippery-and-hidden. Access: 31-03-2017.]Search in Google Scholar
[Malinova, K., Park, A., Riordan, R. (2013). Do Retail Traders Suffer from High Frequency Traders. Available at SSRN 2183806. Retrieved from http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2183806. Access: 20-01-2016.]Search in Google Scholar
[Moro, E., Vicente, J., Moyano, L.G., Gerig A., . . . Mantegna, R.N. (2009). Market Impact and Trading Profile of Hidden Orders in Stock Markets. Physical Review E, Vol. 80(6 Pt 2), 066102, doi:10.1103/PhysRevE.80.066102.10.1103/PhysRevE.80.066102]Search in Google Scholar
[Narang, M. (2010).Tradeworx, Inc. Public Commentary on SEC Market Structure Concept Release, File no. S7-02-10, Tradeworx. Retrieved from https://www.sec.gov/comments/s7-02-10/s70210-129.pdf, Access: 26-04-2017.]Search in Google Scholar
[NYSE (2019). NYSE Timeline, NYSE. Retrieved from https://www.nyse.com/publicdocs/American_Stock_Exchange_Historical_Timeline.pdf. Access: 29-05-2019.]Search in Google Scholar
[Pardo, A., Pascual, R. (2012). On the Hidden Side of Liquidity. Taylor & Francis. The European Journal of Finance, Vol. 18(10), 949-967.10.1080/1351847X.2011.601641]Search in Google Scholar
[Petrescu, M., Wedow, M. (2017). Dark Pools in European Equity Markets: Emergence, Competition and Implications. ECB, Occasional Paper Series, Vol. 193.]Search in Google Scholar
[Preda, A. (2009). Brief Encounters: Calculation and the Interaction Order of Anonymous Electronic Markets. Accounting, Organizations and Society, Vol. 34(5), 675-693, doi:10.1016/j.aos.2008.06.005.10.1016/j.aos.2008.06.005]Search in Google Scholar
[SEC, Rule 610, Regulation of the National Market System (NMS), §§242.610.]Search in Google Scholar
[SEC, Rule 600, Regulation of the National Market System (NMS), §§242.600.]Search in Google Scholar
[SEC, Rule 611, Regulation of the National Market System (NMS), §§242.611.]Search in Google Scholar
[SEC (2010). Findings Regarding the Market Events of May 6, 2010. Retrieved from https://www.sec.gov/news/studies/2010/marketevents-report.pdf.]Search in Google Scholar
[SEC (2019). Market Structure - Data Visualisations. Retrieved from https://www.sec.gov/marketstructure/datavis.html. Access: 24.04.2019.]Search in Google Scholar
[Stafford, P. (2016, September 5). FT Explainer: Keeping up with High-frequency Traders, Financial Times, Access: 06–03-2017.]Search in Google Scholar
[Tuttle, L.A. (2003). Hidden Orders, Trading Costs and Information, Trading Costs and Information, November 29, 2003.10.2139/ssrn.676019]Search in Google Scholar
[Xu, J. (2013). Optimal Strategies of High Frequency Traders. Available at SSRN 2382378.10.2139/ssrn.2382378]Search in Google Scholar