A new approach for detecting high-frequency trading from order and trade data
Year of publication: |
March 2018
|
---|---|
Authors: | Ekinci, Cumhur ; Ersan, Oguz |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 24.2018, p. 313-320
|
Subject: | Borsa Istanbul | HFT detection | High-frequency trading (HFT) | Low latency trading |
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