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Does high frequency algorithmic trading matter for non-AT investors?

Kelejian, Harry H.; Mukerji, Purba - In: Research in international business and finance 37 (2016), pp. 78-92

Persistent link: https://www.econbiz.de/10011595131

Algorithmic trading effects on KOSPI

Kim, Hae-Young; Jung, Heon-Yong - In: International journal of applied business and economic … 16 (2018) 1, pp. 183-188

Persistent link: https://www.econbiz.de/10011981806

Algorithmic trading efficiency and its impact on market-quality

Dubey, Ritesh Kumar; Babu, A. Sarath; Jha, Rajneesh Ranjan - In: Asia Pacific financial markets 29 (2022) 3, pp. 381-409

Persistent link: https://www.econbiz.de/10013397503

Do algorithmic traders exploit volatility?

Arumugam, Devika; Prasanna, P. Krishna; Marathe, Rahul … - In: Journal of behavioral and experimental finance 37 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014456234

Rise of the machines : algorithmic trading in the foreign exchange market

Chaboud, Alain P.; Chiquoine, Benjamin; Hjalmarsson, Erik; … - In: The journal of finance : the journal of the American … 69 (2014) 5, pp. 2045-2084

Persistent link: https://www.econbiz.de/10010489675

Rise of the machines : algorithmic trading in the foreign exchange market

Chaboud, Alain; Chiquoine, Benjamin; Hjalmarsson, Erik; … - 2009

Persistent link: https://www.econbiz.de/10009535470

Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm

Bağcı, Mahmut; Soylu, Pınar Kaya - In: Financial innovation : FIN 10 (2024), pp. 1-28

We propose a high-frequency rebalancing algorithm (HFRA) and compare its performance with periodic rebalancing (PR) and …

Persistent link: https://www.econbiz.de/10014541693

Liquidität am deutschen Kapitalmarkt : Erholungsfähigkeit der DAX-30-Titel

Gärtner, Christian - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003280533

Assessing the impact of algorithmic trading on markets : a simulation approach

Gsell, Markus - 2008

Innovative automated execution strategies like Algorithmic Trading gain significant market share on electronic market venues worldwide, although their impact on market outcome has not been investigated in depth yet. In order to assess the impact of such concepts, e.g. effects on the price...

Persistent link: https://www.econbiz.de/10003863919

Reversing the lead, or a series of unfortunate events? : NYMEX, ICE, and Amaranth

Kofman, Paul; Michayluk, David; Moser, James T. - In: The journal of futures markets 29 (2009) 12, pp. 1130-1160

Persistent link: https://www.econbiz.de/10003900984

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