Need for speed: Hard information processing in a high‐frequency world
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DOI: 10.1002/fut.21861
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Citations
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Cited by:
- Zhou, Hao & Elliott, Robert J. & Kalev, Petko S., 2019. "Information or noise: What does algorithmic trading incorporate into the stock prices?," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 27-39.
- Foucault, Thierry & Moinas, Sophie, 2018. "Is Trading Fast Dangerous?," TSE Working Papers 18-881, Toulouse School of Economics (TSE).
- Donald B. Keim & Massimo Massa & Bastian von Beschwitz, 2018. "First to \"Read\" the News: New Analytics and Algorithmic Trading," International Finance Discussion Papers 1233, Board of Governors of the Federal Reserve System (U.S.).
- Mestel, Roland & Murg, Michael & Theissen, Erik, 2018.
"Algorithmic trading and liquidity: Long term evidence from Austria,"
Finance Research Letters, Elsevier, vol. 26(C), pages 198-203.
- Roland Mestel & Michael Murg & Erik Theissen, 2018. "Algorithmic Trading and Liquidity: Long Term Evidence from Austria," Working Paper Series, Social and Economic Sciences 2018-03, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
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