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The behavior of high-frequency traders under different market stress scenarios

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Trading and ordering patterns of market participants in high frequency trading environment : empirical study in the Japanese stock market

Saito, Taiga; Adachi, Takanori; Nakatsuma, Teruo; … - In: Asia-Pacific financial markets 25 (2018) 3, pp. 179-220

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Multiple markets, algorithmic trading, and market liquidity

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Evidence of algorithmic trading from Indian equity market : interpreting the transaction velocity element of financialization

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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

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Market intraday momentum

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Reflecting on the VPIN dispute

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Online hybrid neural network for stock price prediction : a case study of high-frequency stock trading in the Chinese market

Li, Chengyu; Shen, Luyi; Qian, Guoqi - In: Econometrics : open access journal 11 (2023) 2, pp. 1-19

Time-series data, which exhibit a low signal-to-noise ratio, non-stationarity, and non-linearity, are commonly seen in high-frequency stock trading, where the objective is to increase the likelihood of profit by taking advantage of tiny discrepancies in prices and trading on them quickly and in...

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High-frequency trading : review of the literature and regulatory initiatives around the world

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