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High Frequency Trading – A Revolutionary Concept On Financial Markets

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  • Simona ADASCALI?EI

    (Romanian Academy, Iasi Branch, "Gh. Zane" Institute of Economical and Social Researches, Romania)

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Suggested Citation

  • Simona ADASCALI?EI, 2014. "High Frequency Trading – A Revolutionary Concept On Financial Markets," THE YEARBOOK OF THE "GH. ZANE" INSTITUTE OF ECONOMIC RESEARCHES, Gheorghe Zane Institute for Economic and Social Research ( from THE ROMANIAN ACADEMY, JASSY BRANCH), vol. 23(1), pages 27-34.
    • Handle: RePEc:zan:ygzier:v:23:y:2014:i:1:p:27-34
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    File URL: http://ices.ro/RePEc/zan/ygzier/2014/YGZIER_V23_ISS1_27to34_Simona_ADASCALITEI_HIGH_FREQUENCY_TRADING.pdf
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    References listed on IDEAS

    as
    1. Luc Bauwens & Winfried Pohlmeier & David Veredas (ed.), 2008. "High Frequency Financial Econometrics," Studies in Empirical Economics, Springer, number 978-3-7908-1992-2, March.
    2. Nikolaus Hautsch, 2012. "Econometrics of Financial High-Frequency Data," Springer Books, Springer, number 978-3-642-21925-2, September.
    3. Goodhart, Charles A. E. & O'Hara, Maureen, 1997. "High frequency data in financial markets: Issues and applications," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 73-114, June.
    Full references (including those not matched with items on IDEAS)

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