The ambivalent role of high-frequency trading in turbulent market periods
Year of publication: |
2017
|
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Authors: | Hautsch, Nikolaus ; Noé, Michael ; Zhang, S. Sarah |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | High Frequency Trading | Market Making | News Releases | Futures Market | Brexit |
Series: | CFS Working Paper Series ; 580 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1006705589 [GVK] hdl:10419/172247 [Handle] RePEc:zbw:cfswop:580 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies |
Source: |
-
The ambivalent role of high-frequency trading in turbulent market periods
Hautsch, Nikolaus, (2017)
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Algorithmic Pricing and Liquidity in Securities Markets
Colliard, Jean-Edouard, (2022)
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Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements
Scholtus, Martin L., (2012)
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The ambivalent role of high-frequency trading in turbulent market periods
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Asymmetric news responses of high‐frequency and non‐high‐frequency traders
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Public Information Arrival : Price Discovery and Liquidity in Electronic Limit Order Markets
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