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Can high-frequency trading strategies constantly beat the market?
Manahov, Viktor - In: International journal of finance & economics : IJFE 21 (2016) 2, pp. 167-191
Persistent link: https://www.econbiz.de/10011560189
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Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika - In: Economic modelling 128 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
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Best candlesticks pattern to trade stocks
Cohen, Gil - In: International journal of economics and financial issues … 10 (2020) 2, pp. 256-261
Persistent link: https://www.econbiz.de/10012215177
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Price impact of aggressive liquidity provision
Gençay, Ramazan; Mahmoodzadeh, Soheil; Rojček, Jakub; … - 2016
This paper analyzes brief episodes of high-intensity quotes turnover and revision-"bursts" in quotes-in the U.S. equity market. Such events occur very frequently, several hundred times a day for actively traded stocks. We find significant price impact associated with these market makers...
Persistent link: https://www.econbiz.de/10011516027
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International workshop on algorithmic and high-frequency trading : a brief summary
Bernales, Alejandro; Dugast, Jérome - In: Banque de France bulletin / Quarterly selection of articles 33 (2014), pp. 39-42
Persistent link: https://www.econbiz.de/10010416214
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Ultra-fast activity and intraday market quality
Cartea, Álvaro; Payne, Richard; Penalva, José; Tapia, … - In: Journal of banking & finance 99 (2019), pp. 157-181
Persistent link: https://www.econbiz.de/10012162376
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Low-latency trading
Hasbrouck, Joel; Saar, Gideon - In: Journal of financial markets 16 (2013) 4, pp. 646-679
Persistent link: https://www.econbiz.de/10010242215
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High-frequency trading : review of the literature and regulatory initiatives around the world
Chung, Kee H.; Lee, Albert J. - In: Asia-Pacific journal of financial studies 45 (2016) 1, pp. 7-33
Persistent link: https://www.econbiz.de/10011483634
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A game of hide-and-seek between proprietary and buy-side algorithmic traders : causal links with market quality
Arumugam, Devika; Prasanna, P. Krishna - In: Applied economics 53 (2021) 41, pp. 4788-4798
Persistent link: https://www.econbiz.de/10012609877
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Price impact and bursts in liquidity provision
Gençay, Ramazan; Mahmoodzadeh, S.; Rojček, Jakub; … - In: Quantitative finance 18 (2018) 7, pp. 1129-1148
Persistent link: https://www.econbiz.de/10011911529