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Are high–frequency traders informed?

Author

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  • Panagiotis Anagnostidis

    (Europlace Institute of Finance)

  • Patrice Fontaine

    (EUROFIDAI - Institut Européen de données financières - ESSEC Business School - CNRS - Centre National de la Recherche Scientifique, CNRS - Centre National de la Recherche Scientifique, Research Center - Léonard de Vinci Pôle Universitaire - De Vinci Research Center)

  • Christos Varsakelis

    (UCL - Université Catholique de Louvain = Catholic University of Louvain)

Abstract

No abstract is available for this item.

Suggested Citation

  • Panagiotis Anagnostidis & Patrice Fontaine & Christos Varsakelis, 2020. "Are high–frequency traders informed?," Post-Print hal-03062831, HAL.
    • Handle: RePEc:hal:journl:hal-03062831
    DOI: 10.1016/j.econmod.2020.08.013
    Note: View the original document on HAL open archive server: https://hal.science/hal-03062831
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    References listed on IDEAS

    as
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