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National demand for fresh organic and conventional vegetables : scanner data evidence

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Characteristic-based benchmark returns and corporate events

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High frequency trading and end-of-day price dislocation

Aitken, Michael J.; Cumming, Douglas J.; Zhang, Feng - 2013

We show that the presence of high frequency trading (HFT) has significantly mitigated the frequency and severity of end-of-day price dislocation, counter to recent concerns expressed in the media. The effect of HFT is more pronounced on days when end of day price dislocation is more likely to be...

Persistent link: https://www.econbiz.de/10010201320