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~isPartOf:"The journal of trading"
~subject:"Efficient market hypothesis"
~subject:"Volatility"
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Cooper, Rick
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Griffith, Todd G.
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The journal of trading
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ECONIS (ZBW)
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1
High-frequency trading patterns around short-term volatility spikes
Griffith, Todd G.
;
Van Ness, Bonnie F.
;
Van Ness, Robert A.
- In:
The journal of trading
12
(
2017
)
3
,
pp. 48-68
Persistent link: https://www.econbiz.de/10011699679
Saved in:
2
DTER and DTTER as high-frequency trading efficiency ratios
Martins, Carlos Jorge Lenczewski
- In:
The journal of trading
12
(
2017
)
4
,
pp. 39-55
Persistent link: https://www.econbiz.de/10011876884
Saved in:
3
The impact of high-frequency trading on market volatility
Virgilio, Gianluca
- In:
The journal of trading
11
(
2016
)
2
,
pp. 55-63
Persistent link: https://www.econbiz.de/10011697576
Saved in:
4
Expected return in high-frequency trading
Cooper, Rick
;
Van Vliet, Benjamin
- In:
The journal of trading
10
(
2015
)
2
,
pp. 34-40
Persistent link: https://www.econbiz.de/10011290761
Saved in:
5
Effects of high-frequency trading in the multidealer spot foreign exchange
Schmidt, Anatoly B.
- In:
The journal of trading
10
(
2015
)
2
,
pp. 72-78
Persistent link: https://www.econbiz.de/10011293525
Saved in:
6
High-frequency trading : implications for markets, regulators, and efficiency
Muthuswamy, Jayaram
;
Palmer, John
;
Richie, Nivine
; …
- In:
The journal of trading
6
(
2011
)
1
,
pp. 87-97
Persistent link: https://www.econbiz.de/10008900892
Saved in:
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