Very fast money: High-frequency trading on the NASDAQ
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DOI: 10.1016/j.finmar.2013.06.005
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More about this item
Keywords
High-frequency trading; Trading performance; Intraday return predictability; VWAP; Trading costs; Adverse selection; Market efficiency;JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
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