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ECONIS (ZBW)
7,759
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1
High-speed technology trading innovations and capital market performance in Bulgaria
Stefanova, Julia
- In:
Financial studies
22
(
2018
)
2
,
pp. 6-37
, the author argues that there is a relationship between HFT, increased market
volatility
, fall in trading activity …
Persistent link: https://www.econbiz.de/10011964945
Saved in:
2
Liquidity creation and financial instability
Becke, Susanne von der
-
2015
Persistent link: https://www.econbiz.de/10011420133
Saved in:
3
Does more frequent trading increase the
volatility
? : theoretical evidence at asset and portfolio level
Hong, KiHoon Jimmy
-
2013
Persistent link: https://www.econbiz.de/10009744631
Saved in:
4
High-frequency trading : review of the literature and regulatory initiatives around the world
Chung, Kee H.
;
Lee, Albert J.
- In:
Asia-Pacific journal of financial studies
45
(
2016
)
1
,
pp. 7-33
Persistent link: https://www.econbiz.de/10011483634
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Algorithmic trading and market quality : international evidence of the impact of errors in colocation dates
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463062
Saved in:
9
Modellierung von Volatilitäten für Hedgefonds-Strategien
Füss, Roland
;
Rehkugler, Heinz
-
2006
Persistent link: https://www.econbiz.de/10003376858
Saved in:
10
A high-low-based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns
Klößner, Stefan
- In:
Finance and stochastics
14
(
2010
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003924780
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