Fast trading and the virtue of entropy : evidence from the foreign exchange market
Year of publication: |
July 15, 2019
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Authors: | Corsetti, Giancarlo ; Lafarguette, Romain ; Mehl, Arnaud |
Publisher: |
London : CFM, Centre for Macroeconomics |
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 49 Seiten) Illustrationen |
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Series: | CFM discussion paper series. - London : CFM, ZDB-ID 2871209-2. - Vol. CFM-DP 2019, 14 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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