High frequency trading and end-of-day price dislocation
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DOI: 10.1016/j.jbankfin.2015.06.011
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- Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2013. "High frequency trading and end-of-day price dislocation," CFS Working Paper Series 2013/16, Center for Financial Studies (CFS).
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Citations
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Cited by:
- Jeffrey MacIntosh, 2013. "High Frequency Traders: Angels or Devils?," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 391, October.
- Gider, Jasmin & Schmickler, Simon & Westheide, Christian, 2019. "High-frequency trading and price informativeness," SAFE Working Paper Series 248, Leibniz Institute for Financial Research SAFE.
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Journal of Corporate Finance, Elsevier, vol. 56(C), pages 152-175.
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- Renneboog, Luc & Goergen, M. & Zhao, Y., 2018. "Insider Trading and Networked Directors," Discussion Paper 2018-036, Tilburg University, Center for Economic Research.
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More about this item
Keywords
High frequency trading; Price dislocation; Manipulation;JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- K22 - Law and Economics - - Regulation and Business Law - - - Business and Securities Law
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