High frequency trading and comovement in financial markets
Laura Malceniece, Kārlis Malcenieks, Tālis J. Putniņš
| Year of publication: |
2019
|
|---|---|
| Authors: | Malceniece, Laura ; Malcenieks, Kārlis ; Putniņš, Tālis J. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 134.2019, 2, p. 381-399
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| Subject: | Commonality | Comovement | HFT | High frequency trading | Liquidity | Elektronisches Handelssystem | Electronic trading | Finanzmarkt | Financial market | Börsenkurs | Share price | Marktliquidität | Market liquidity | Liquidität | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2018.02.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012166913