Determinants of price reversal in high-frequency trading : empirical evidence from Indonesia
Year of publication: |
2020
|
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Authors: | Santosa, Perdana Wahyu |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 17.2020, 1, p. 175-187
|
Subject: | price reversal | high-frequency trading | market microstructure | Elektronisches Handelssystem | Electronic trading | Indonesien | Indonesia | Marktmikrostruktur | Market microstructure | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price |
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