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Analysis of events pertaining to algorithmic and high frequency trading in India

Joglekar, Sonal - In: Research bulletin / The Institute of Cost Accountants … 42 (2016) 1, pp. 35-44

Persistent link: https://www.econbiz.de/10011621666

Rise of the machines? : intraday high-frequency trading patterns of cryptocurrencies

Petukhina, Alla A.; Reule, Raphael C. G.; Härdle, Wolfgang - In: The European journal of finance 27 (2021) 1/2, pp. 8-30

Persistent link: https://www.econbiz.de/10012424926

Connecting equity and foreign exchange markets through the WM "Fix" : a trading strategy

Sheth, Arnav; Teeple, Keisuke - In: The journal of investment strategies 8 (2019) 4, pp. 33-53

Persistent link: https://www.econbiz.de/10012426140

Tick size tolls : can a trading slowdown improve earnings news discovery?

Lee, Charles M. C.; Watts, Edward M. - In: The accounting review : a publication of the American … 96 (2021) 3, pp. 373-401

Persistent link: https://www.econbiz.de/10012596293

Optimal dynamic strategies on Gaussian returns

Firoozye, Nikan B.; Koshiyama, Adriano S. - In: The journal of investment strategies 9 (2020) 1, pp. 23-53

Persistent link: https://www.econbiz.de/10012597125

Unregulated algorithmic trading : testing the boundaries of the European Union algorithmic trading regime

Pereira, Clara Martins - In: Journal of financial regulation 6 (2020) 2, pp. 270-305

Persistent link: https://www.econbiz.de/10012316744

Enhancing trading strategies with order book signals

Cartea, Álvaro; Donnelly, Ryan; Jaimungal, Sebastian - In: Applied mathematical finance 25 (2018) 1/2, pp. 1-35

Persistent link: https://www.econbiz.de/10011959112

Toxic liquidity : is it here to stay?

Martins, Carlos Jorge Lenczewski - In: Bank i kredyt 49 (2018) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011896587

Slow-moving capital and execution costs : evidence from a major trading glitch

Bogousslavsky, Vincent; Collin-Dufresne, Pierre; … - 2017

We investigate the impact of an exogenous trading glitch at a high-frequency market-making firm on standard measures of stock liquidity (spreads, price impact, turnover, and depth) and institutional trading costs (implementation shortfall and VWAP slippage). Stocks in which the firm accumulates...

Persistent link: https://www.econbiz.de/10011900033

Optimal off-exchange execution with closing price

Kuno, Seiya; Ohinishi, Masamitsu; Shimizu, Peilu - In: Journal of mathematical finance 7 (2017) 1, pp. 54-64

Persistent link: https://www.econbiz.de/10011658215