High-frequency trading in the Bund futures market
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- Hautsch, Nikolaus & Noé, Michael & Zhang, S. Sarah, 2017. "The ambivalent role of high-frequency trading in turbulent market periods," CFS Working Paper Series 580, Center for Financial Studies (CFS).
More about this item
KeywordsHigh-Frequency Trading; Price Discovery; Volatility;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-06-25 (All new papers)
- NEP-MST-2016-06-25 (Market Microstructure)
- NEP-NET-2016-06-25 (Network Economics)
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