Are high-frequency traders informed?
Year of publication: |
2020
|
---|---|
Authors: | Anagnostidis, Panagiotis ; Fontaine, Patrice ; Varsakelis, Christos |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 93.2020, p. 365-383
|
Subject: | Call auction | High–frequency trading | Price efficiency | Rational expectations | Rationale Erwartung | Auktionstheorie | Auction theory | Asymmetrische Information | Asymmetric information | Börsenkurs | Share price | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Effizienzmarkthypothese | Efficient market hypothesis | Auktion | Auction |
-
Price discovery and gains from trade in asset markets with insider trading
Brünner, Tobias, (2023)
-
Opening and closing price efficiency : do financial markets need the call auction?
Ibikunle, Gbenga, (2015)
-
Agarwalla, Sobhesh Kumar, (2015)
- More ...
-
Are High–Frequency Traders Informed?
Anagnostidis, Panagiotis, (2020)
-
Market quality and dark trading in the post MiFID II era : what have we learned so far?
Anagnostidis, Panagiotis, (2019)
-
Liquidity commonality and high frequency trading: evidence from the French stock market
Anagnostidis, Panagiotis, (2020)
- More ...