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Does high-frequency trading reduce market underreaction to earnings news?

Ke, Yun; Zhang, Yanan - In: Finance research letters 34 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012436542

Does high-frequency trading cause stock prices to deviate from fundamental values?

Jung, Michael; Kwon, Kyungyoon; Park, Hyungshin - In: Accounting and business research 54 (2024) 5, pp. 580-613

Persistent link: https://www.econbiz.de/10014576901

Pairs trading with fractional Ornstein-Uhlenbeck spread model

Xiang, Yun; Zhao, Yonghong; Deng, Shijie - In: Applied economics 55 (2023) 23, pp. 2607-2623

Persistent link: https://www.econbiz.de/10014295156

Effect of high-frequency trading on mutual fund performance

Qin, Nan; Singal, Vijay - In: The financial review : the official publication of the … 58 (2023) 2, pp. 369-394

Persistent link: https://www.econbiz.de/10014305803

The impact of high-frequency trading on modern securities markets : an analysis based on a technical interruption

Clapham, Benjamin; Haferkorn, Martin; Zimmermann, Kai - In: Business & information systems engineering 65 (2023) 1, pp. 7-24

Persistent link: https://www.econbiz.de/10014228186

High-Frequency Technical Trading : The Importance of Speed

Scholtus, Martin L. - 2012

This paper investigates the importance of speed for technical trading rule performance for three highly liquid ETFs listed on NASDAQ over the period January 6, 2009 up to September 30, 2009. In addition we examine the characteristics of market activity over the day and within subperiods...

Persistent link: https://www.econbiz.de/10013109934

Chart Your Way To Profits : The Online Trader's Guide to Technical Analysis with ProphetCharts

Knight, Timothy - 2010 - 2nd ed.

BETTER VIEW -- DATA DETAILS -- SEARCHING FOR SYMBOLS -- OPTIONS SEARCH -- FUTURES SEARCH -- STREAMING CHARTS -- CHARTING … Data Types -- INDEXES -- EQUITIES -- MUTUAL FUNDS -- FOREX -- E-MINI FUTURES -- FUTURES AND COMMODITIES -- OPTIONS …

Persistent link: https://www.econbiz.de/10012688838

Handbook of high-frequency trading and modeling in finance

Florescu, Ionuţ (contributor) - 2016

-- References -- Chapter 3 A Nonlinear Lead Lag Dependence Analysis of Energy Futures: Oil, Coal, and Natural Gas1 -- 3 …

Persistent link: https://www.econbiz.de/10012684104

Global algorithmic capital markets : high frequency trading, dark pools, and regulatory challenges

Mattli, Walter (ed.) - 2019 - First edition

Persistent link: https://www.econbiz.de/10011947807

High Performance Computing zur technischen Finanzmarktanalyse

Starke, Christoph - 2012

Auf Grundlagen der technischen Finanzmarktanalyse wird ein Algorithmus für eine sicherheitsorientierte Wertpapierhandelsstrategie entwickelt. Maßgeblich für den Erfolg der Handelsstrategie ist dabei eine möglichst optimale Gewichtung mehrerer Indikatoren. Die Ermittlung dieser Gewichte...

Persistent link: https://www.econbiz.de/10009670497

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