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The economics of high-frequency trading : taking stock
Menkveld, Albert J. - In: Annual review of financial economics 8 (2016), pp. 1-24
Persistent link: https://www.econbiz.de/10011595858
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The microstructure of the foreign-exchange market : a selective survey of the literature
Sarno, Lucio; Taylor, Mark P. - 2001
Persistent link: https://www.econbiz.de/10001569943
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A guided tour of the market microstructure approach to exchange rate determination
Vitale, Paolo - In: Journal of economic surveys 21 (2007) 5, pp. 903-934
Persistent link: https://www.econbiz.de/10003556393
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A guided tour of the market microstructure approach to exchange rate determination
Vitale, Paolo - 2004
Persistent link: https://www.econbiz.de/10013424483
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Een overzicht van recente wisselkoerstheorie en -empirie
VanHooydonk, Charlotte - In: Economisch en sociaal tijdschrift : een driemaandelijke … 50 (1996) 2, pp. 195-216
Persistent link: https://www.econbiz.de/10001203514
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On the efficiency of foreign exchange markets
Froot, Kenneth - 1992
Persistent link: https://www.econbiz.de/10000930920
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The handbook of high frequency trading
Gregoriou, Greg N. (contributor) - 2015
High-frequency activity on NASDAQ / Martin Scholtus and Dick van Dijk -- The profitability of high-frequency trading : is it for real? / Imad Moosa and Vikash Ramiah -- Data characteristics for high-frequency trading systems / Bruce Vanstone and Tobias Hahn -- The relevance of heteroskedasticity...
Persistent link: https://www.econbiz.de/10010498638
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Implications of high-frequency trading for security markets
Linton, Oliver; Mahmoodzadeh, Soheil - In: Annual review of economics 10 (2018), pp. 237-259
Persistent link: https://www.econbiz.de/10011925856
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Exchange-traded funds : an overview of institutions, trading, and impacts
Madhavan, Ananth Narayan - In: Annual review of financial economics 6 (2014), pp. 311-341
Persistent link: https://www.econbiz.de/10010492506
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Econometric analysis of financial transaction data : Pitfalls and opportunities
Hautsch, Nikolaus; Pohlmeier, Winfried - In: Allgemeines statistisches Archiv : AStA ; journal of … 86 (2002) 1, pp. 5-30
Persistent link: https://www.econbiz.de/10001650462