Algorithmic trading in turbulent markets
Year of publication: |
2020
|
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Authors: | Zhou, Hao ; Kalev, Petko S. ; Frino, Alex |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 62.2020, p. 1-27
|
Subject: | Algorithmic trading | Order imbalance | Price swing | Turbulent markets | Volume-weighted average price | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Volatilität | Volatility |
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