Search Results - subject:"High frequency"

A tale of two cities : inter-market latency and fast-trader competition

Sagade, Satchit; Scharnowski, Stefan; Theissen, Erik; … - 2024 - This version: July 10, 2024

We examine the impact of increasing competition among the fastest traders by analyzing a new low-latency microwave network connecting exchanges trading the same stocks. Using a difference-in-differences approach comparing German stocks with similar French stocks, we find improved market...

Persistent link: https://www.econbiz.de/10015065826

Geopolitical risk and inflation : the role of energy markets

Pinchett, Marco - 2024

Persistent link: https://www.econbiz.de/10014637626

Limits of arbitrage and their impact on market efficiency : evidence from China

Chen, Jian; Haboub, Ahmad; Khan, Ali - In: Global finance journal 59 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014545142

Online hybrid neural network for stock price prediction : a case study of high-frequency stock trading in the Chinese market

Li, Chengyu; Shen, Luyi; Qian, Guoqi - In: Econometrics : open access journal 11 (2023) 2, pp. 1-19

high-frequency stock trading, where the objective is to increase the likelihood of profit by taking advantage of tiny … series forecasting method for high-frequency trading (HFT) by integrating three neural network deep learning models, i … computing only involves updating the current data into the process. We evaluated the performance of O-LGT by analyzing high-frequency …

Persistent link: https://www.econbiz.de/10014362600