Does high frequency algorithmic trading matter for non-AT investors?
Year of publication: |
May 2016
|
---|---|
Authors: | Kelejian, Harry H. ; Mukerji, Purba |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 37.2016, p. 78-92
|
Subject: | Algorithmic trading | Non-algorithmic investors | Volatility | Spatial econometrics | Volatilität | Elektronisches Handelssystem | Electronic trading | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading | Schätzung | Estimation | Börsenkurs | Share price | Algorithmus | Algorithm | Aktienmarkt | Stock market | Marktmikrostruktur | Market microstructure |
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