Trading performance and market efficiency : evidence from algorithmic trading
Year of publication: |
2020
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Authors: | Syamala, Sudhakara Reddy ; Wadhwa, Kavita |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 54.2020, p. 1-15
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Subject: | Algorithmic trading | Intraday trading | Trading performance | VWAP | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Internationale Wirtschaft | International economy | Effizienzmarkthypothese | Efficient market hypothesis | Marktmikrostruktur | Market microstructure | Schätzung | Estimation | Anlageverhalten | Behavioural finance |
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