The handbook of high frequency trading
Greg N. Gregoriou [ed.]
| Year of publication: |
2015
|
|---|---|
| Other Persons: | Gregoriou, Greg N. (contributor) |
| Publisher: |
Amsterdam : Elsevier |
| Subject: | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Wertpapierhandelssystem | Portfoliomanagement |
| Description of contents: | Table of Contents [gbv.de] ; Description [loc.gov] ; Description [bvbr.bib-bvb.de] |
| Extent: | XXXIX, 454 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Sammelwerk ; Collection of articles of several authors ; Handbuch ; Handbook ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| Notes: | Enth. 24 Beitr. High-frequency activity on NASDAQ / Martin Scholtus and Dick van DijkThe profitability of high-frequency trading : is it for real? / Imad Moosa and Vikash Ramiah -- Data characteristics for high-frequency trading systems / Bruce Vanstone and Tobias Hahn -- The relevance of heteroskedasticity and structural breaks when testing for a random walk with high-frequency financial data : evidence from ASEAN stock markets / Hooi Hooi Lean, Vinod Mishra, and Russell Smyth -- Game theoretical aspects of colocation in high-speed financial markets / Camillo von Müller -- Describing and regulating high-frequency trading : a European perspective / Giuseppe Ciallella -- High-frequency trading : implications for market efficiency and fairness / Tayyeb Shabbir -- Revisioning revisionism : a glance at HFT's critics / Jeffrey G. MacIntosh -- High-frequency trading : past, present, and future / François-Serge Lhabitant and Greg N. Gregoriou -- High-frequency trading and its regulation in the Australian equity markets / Paul U. Ali -- Global exchanges in the HFT nexus / David R. Meyer and George Guernsey -- Liquidity : systemic liquidity, commonality, and high-frequency trading / Richard G. Anderson ... [et al.] -- We missed it again! Why do so many market orders in high-frequency FX trading fail to be executed? / Masayuki Susai and Yushi Yoshida -- Efficient performance evaluation for high-frequency traders / Godfrey Charles-Cadogan -- Do high-frequency traders care about earnings announcements? An analysis of trading activity before, during, and after regular trading hours / Brittany Cole ... [et al.] -- Why accountants should care about high frequency trading / Dov Fischer -- High-frequency trading under information regimes / Erick Rengifo and Rossen Trendafilov -- Effects of firm-specific public announcements on market dynamics : implications for high-frequency traders / Erdinç Akyıldırım, Albert Altarovici, and Cumhur Ekinci -- Machine news and volatility : the Dow Jones industrial average and the TRNA real-time high-frequency sentiment series / David E. Allen, Michael J. McAleer, and Abhay K. Singh -- High-frequency technical trading : insights for practitioners / Camillo Lento and Nikola Gradojevic -- High-frequency news flow and states of asset volatility / Kin-Yip Ho, Yanlin Shi, and Zhaoyong Zhang -- News releases and stock market volatility : intraday evidence from Borsa Istanbul / M. Nihat Solakoglu and Nazmi Demir -- The low-risk anomaly revisited on high-frequency data / Kris Boudt, Giang Nguyen and Benedict Peeters -- Measuring the leverage effect in a high-frequency trading framework / Imma Valentina Curato and Simona Sanfelici. |
| ISBN: | 978-0-12-802205-4 ; 0-12-802205-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010498638