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71
Zero-Commission Individual Investors, High Frequency Traders, and Stock Market Quality
Eaton, Gregory W.
;
Green, T. Clifton
;
Roseman, Brian
; …
-
2021
return
volatility
among stocks favored by Robinhood investors, as proxied by Reddit WallStreetBets mentions. HFTs with …
Persistent link: https://www.econbiz.de/10013233565
Saved in:
72
High-Frequency Technical Trading : The Importance of Speed
Scholtus, Martin L.
-
2012
of 200 milliseconds is enough to lower performance significantly. On low
volatility
days this is already the case for …
Persistent link: https://www.econbiz.de/10013109934
Saved in:
73
Algorithmic trading and firm value
Hatch, Brian C.
;
Johnson, Shane A.
;
Wang, Qin
;
Zhang, Jun
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012819740
Saved in:
74
Intraday
volatility
smile : effects of fragmentation and high frequency trading on price efficiency
Ligot, Stephanie
;
Gillet, Roland
;
Veryzhenko, Iryna
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820849
Saved in:
75
Three essays on information transmission in financial markets
Hackard, James C.
-
2006
Persistent link: https://www.econbiz.de/10003965317
Saved in:
76
When machines read the news : using automated text analytics to quantify high frequency news-implied market reactions
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 321-340
Persistent link: https://www.econbiz.de/10009301114
Saved in:
77
Crapshoot investing : how tech-savvy traders and clueless regulators turned the stock market into a casino
McTague, Jim
-
2011
Persistent link: https://www.econbiz.de/10009008286
Saved in:
78
Media-driven high frequency trading : evidence from news analytics
Von Beschwitz, Bastian
;
Keim, Donald B.
;
Massa, Massimo
-
2013
Persistent link: https://www.econbiz.de/10010231777
Saved in:
79
Modelling asset prices for algorithmic and high-frequency trading
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 512-547
Persistent link: https://www.econbiz.de/10010235563
Saved in:
80
High frequency traders : taking advantage of speed
Aït-Sahalia, Yacine
;
Sağlam, Mehmet
-
2013
Persistent link: https://www.econbiz.de/10010200028
Saved in:
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