Risk and return in high-frequency trading
Year of publication: |
2019
|
---|---|
Authors: | Baron, Matthew ; Brogaard, Jonathan ; Hagströmer, Björn ; Kirilenko, Andrei |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 54.2019, 3, p. 993-1024
|
Subject: | market microstructure | high-frequency trading | low latency | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Market microstructure | Volatilität | Volatility | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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