Speed, algorithmic trading, and market quality around macroeconomic news announcements
Year of publication: |
2014
|
---|---|
Authors: | Scholtus, Martin L. ; Dijk, Dick van ; Frijns, Bart |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 38.2014, p. 89-105
|
Subject: | Macroeconomic news | High-frequency trading | Latency costs | Market activity | Event-based trading | Elektronisches Handelssystem | Electronic trading | Ankündigungseffekt | Announcement effect | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | Volatilität | Volatility | Wertpapierhandel | Securities trading | Aktienmarkt | Stock market |
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