Abstract
Financial Markets, Institutions & InstrumentsVolume 30, Issue 3 p. 84-84 CORRIGENDUMFree Access Corrigendum This article corrects the following: High Frequency Trading and US Stock Market Microstructure: A Study of Interactions between Complexities, Risks and Strategies Residing in U.S. Equity Market Microstructure Samir Abrol, Benjamin Chesir, Nikhil Mehta, Ron Ziegler, Volume 25Issue 2Financial Markets, Institutions & Instruments pages: 107-165 First Published online: April 21, 2016 First published: 12 June 2021 https://doi.org/10.1111/fmii.12149AboutSectionsPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat The author Ron Ziegler was added to Samir Abrol et al. The author byline would thus read: Samir Abrol, Benjamin Chesir, Nikhil Mehta, and Ron Ziegler The online version of this article was corrected. The authors regret these errors. REFERENCE Abrol S, Chesir B, Mehta N, & Ziegler R. High Frequency Trading and US Stock Market Microstructure: A Study of Interactions between Complexities, Risks and Strategies Residing in U.S. Equity Market Microstructure. Financial Markets, Institutions & Instruments. 2016, 25, 107– 165. https://doi.org/10.1111/fmii.12068Wiley Online LibraryGoogle Scholar Volume30, Issue3August 2021Pages 84-84 ReferencesRelatedInformation
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