Risk and Return in High-Frequency Trading
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- Michael Brolley & Marius Zoican, 2019. "Liquid Speed: On-Demand Fast Trading at Distributed Exchanges," Papers 1907.10720, arXiv.org.
- Jurich, Stephen N. & Mishra, Ajay Kumar & Parikh, Bhavik, 2020. "Indecisive algos: Do limit order revisions increase market load?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
- Roşu, Ioanid, 2019. "Fast and slow informed trading," Journal of Financial Markets, Elsevier, vol. 43(C), pages 1-30.
- Bastian von Beschwitz & Donald B Keim & Massimo Massa, 2020. "First to “Read” the News: News Analytics and Algorithmic Trading," Review of Asset Pricing Studies, Oxford University Press, vol. 10(1), pages 122-178.
- Chen, Marie & Garriott, Corey, 2020.
"High-frequency trading and institutional trading costs,"
Journal of Empirical Finance, Elsevier, vol. 56(C), pages 74-93.
- Marie Chen & Corey Garriott, 2018. "High-Frequency Trading and Institutional Trading Costs," Staff Working Papers 18-8, Bank of Canada.
- Aït-Sahalia, Yacine & Brunetti, Celso, 2020. "High frequency traders and the price process," Journal of Econometrics, Elsevier, vol. 217(1), pages 20-45.
- Rajiv Sethi & Julie Seager & Emily Cai & Daniel M. Benjamin & Fred Morstatter, 2021. "Models, Markets, and the Forecasting of Elections," Papers 2102.04936, arXiv.org, revised Mar 2021.
More about this item
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G19 - Financial Economics - - General Financial Markets - - - Other
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