Fast trading and the virtue of entropy : evidence from the foreign exchange market
Year of publication: |
[2019]
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Authors: | Corsetti, Giancarlo ; Lafarguette, Romain ; Mehl, Arnaud |
Publisher: |
Frankfurt am Main, Germany : European Central Bank |
Subject: | High-Frequency Quoting | Asset Pricing | Macroeconomic News | Market Efficiency | Random Walk | Quality of Trade Execution | Effizienzmarkthypothese | Efficient market hypothesis | Devisenmarkt | Foreign exchange market | Schätzung | Estimation | Ankündigungseffekt | Announcement effect | Random walk | Entropie | Entropy | Börsenkurs | Share price | Wechselkurs | Exchange rate | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Market microstructure |
Extent: | 1 Online-Ressource (circa 52 Seiten) Illustrationen |
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Series: | Working paper series / European Central Bank. - Frankfurt, M. : European Central Bank, ISSN 1725-2806, ZDB-ID 2123559-4. - Vol. no 2300 (July 2019) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 978-92-899-3562-3 |
Other identifiers: | 10.2866/542919 [DOI] hdl:10419/208334 [Handle] |
Classification: | F31 - Foreign Exchange ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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Fast trading and the virtue of entropy : evidence from the foreign exchange market
Corsetti, Giancarlo, (2019)
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Fast trading and the virtue of entropy : evidence from the foreign exchange market
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Fast trading and the virtue of entropy: Evidence from the foreign exchange market
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