Significant prediction of asset prices is of a great importance in financial economics. When studying economic and financial phenomena, it is essential to correctly specify the model. If the true dynamics are nonlinear, using linear methods will probably be irrelevant in doing empirical...

The main purpose of this paper is to investigate the possible relationship between the Capital Asset Pricing Model - CAPM and the prevailing High Frequency Trading (HFT) method of stocks trading and to explain the relationship between them, if exist, with the references from research papers and...