The random walk of high frequency trading
Year of publication: |
2015
|
---|---|
Authors: | Aldrich, Eric M. ; Heckenbach, Indra ; Laughlin, Gregory |
Publisher: |
Santa Cruz, CA : University of California, Economics Department |
Subject: | High-frequency trading | US Equities | News arrival |
Series: | Working Paper ; 722 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.2481201 [DOI] 79388621X [GVK] hdl:10419/125552 [Handle] |
Classification: | C22 - Time-Series Models ; C41 - Duration Analysis ; c58 ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: |
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