Impact of algorithmic trading on speed of adjustment to new information : Evidence from interest rate derivatives
Year of publication: |
2020
|
---|---|
Authors: | Frino, Alex ; Garcia, Michael ; Zhou, Zeyang |
Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 40.2020, 5, p. 749-760
|
Publisher: |
Wiley |
Saved in:
Online Resource
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