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Electronic trading systems and intraday non-linear dynamics : an examination of the FTSE 100 cash and futures returns

Cantó, Beatriu (contributor); Kräussl, Roman (contributor) - 2007

Persistent link: https://www.econbiz.de/10003448577

The economics of algorithmic trading

Riordan, Ryan - 2009

Persistent link: https://www.econbiz.de/10003927019

Gone in ten minutes : intraday evidence of announcement effects in the electronic corn futures market

Lehecka, Georg V.; Wang, Xiaoyang; García, Philip - In: Applied economic perspectives and policy 36 (2014) 3, pp. 504-526

Persistent link: https://www.econbiz.de/10011279818

High-frequency quoting, trading, and the efficiency of prices

Conrad, Jennifer S.; Wahal, Sunil; Xiang, Jin - In: Journal of financial economics 116 (2015) 2, pp. 271-291

Persistent link: https://www.econbiz.de/10011348502

The impact of automation and high frequency trading on market quality

Litzenberger, Robert H.; Castura, Jeff; Gorelick, Richard - In: Annual review of financial economics 4 (2012), pp. 59-98

Persistent link: https://www.econbiz.de/10009690342

Have financial markets become more informative?

Bai, Jennie; Philippon, Thomas; Savov, Alexi - 2012

The finance industry has grown. Financial markets have become more liquid. Information technology has improved. But have prices become more informative? Using stock and bond prices to forecast earnings, we find that the information content of market prices has not increased since 1960. The...

Persistent link: https://www.econbiz.de/10009657611