Interactions among high-frequency traders
Year of publication: |
2015-02-20
|
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Authors: | Benos, Evangelos ; Brugler, James ; Hjalmarsson, Hjalmarsson , Erik ; Zikes, Zikes , Filip |
Institutions: | Bank of England |
Subject: | High-frequency trading | correlated trading strategies | price discovery |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Bank of England working papers Number 523 49 pages |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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