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Does more frequent trading increase the volatility? : theoretical evidence at asset and portfolio level
Hong, KiHoon Jimmy - 2013
Persistent link: https://www.econbiz.de/10009744631
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Speed, algorithmic trading, and market quality around macroeconomic news announcements
Scholtus, Martin L.; Dijk, Dick van; Frijns, Bart - 2012
Persistent link: https://www.econbiz.de/10009724343
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Price discovery in the US treasury market : automation vs. intermediation
Man, Kasing; Wang, Junbo; Wu, Chunchi - In: Management science : journal of the Institute for … 59 (2013) 3, pp. 695-714
Persistent link: https://www.econbiz.de/10009731238
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A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - 2013
Persistent link: https://www.econbiz.de/10009735127
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The impact of automation and high frequency trading on market quality
Litzenberger, Robert H.; Castura, Jeff; Gorelick, Richard - In: Annual review of financial economics 4 (2012), pp. 59-98
Persistent link: https://www.econbiz.de/10009690342
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Price discovery in spot and futures markets : a reconsideration
Theissen, Erik - In: The European journal of finance 18 (2012) 9/10, pp. 969-987
Persistent link: https://www.econbiz.de/10009691772
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Limit order books and trade informativeness
Beltran Lopez, Helena; Gramming, Joachim; Menkveld, … - In: The European journal of finance 18 (2012) 9/10, pp. 737-759
Persistent link: https://www.econbiz.de/10009691782
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Have financial markets become more informative?
Bai, Jennie; Philippon, Thomas; Savov, Alexi - 2012
The finance industry has grown. Financial markets have become more liquid. Information technology has improved. But have prices become more informative? Using stock and bond prices to forecast earnings, we find that the information content of market prices has not increased since 1960. The...
Persistent link: https://www.econbiz.de/10009657611
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Glücksspiel Börse? : wie Hochfrequenz-Trader und überforderte Kontrolleure die Börse in ein Kasino verwandelt haben
McTague, Jim - 2012 - 1., Auflage
Persistent link: https://www.econbiz.de/10009626538
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Does broker anonymity hide informed traders?
Lepone, Andrew; Segara, Reuben; Wong, Brad - In: Transparency and governance in a global world, (pp. 287-317). 2012
Persistent link: https://www.econbiz.de/10009708452