The handbook of high frequency trading
Guardat en:
| Autor principal: | |
|---|---|
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
Amsterdam :
Academic Press
2015.
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| Matèries: | |
| Accés en línia: | Accès Université Orléans et IFPM |
| Nota: |
Couverture. https://static2.cyberlibris.com/books_upload/136pix/9780128023624.jpg Titre provenant de la page de titre du document numérique La pagination de l'édition imprimée correspondante est de 495 p. Cyberlibris (ScholarVox) corpus sciences économiques et gestion |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • The handbook of high frequency trading, Greg N. Gregoriou, Amsterdam, Academic Press, 2015, 1 vol. (XXXIV-454 p.), 0-12-802205-1 |
Taula de continguts:
- High-frequency activity on NASDAQ / Martin Scholtus and Dick van Dijk
- The profitability of high-frequency trading : is it for real? / Imad Moosa and Vikash Ramiah
- Data characteristics for high-frequency trading systems / Bruce Vanstone and Tobias Hahn
- The relevance of heteroskedasticity and structural breaks when testing for a random walk with high-frequency financial data : evidence from ASEAN stock markets / Hooi Hooi Lean, Vinod Mishra, and Russell Smyth
- Game theoretical aspects of colocation in high-speed financial markets / Camillo von Müller
- Describing and regulating high-frequency trading : a European perspective / Giuseppe Ciallella
- High-frequency trading : implications for market efficiency and fairness / Tayyeb Shabbir
- Revisioning revisionism : a glance at HFT's critics / Jeffrey G. MacIntosh
- High-frequency trading : past, present, and future / François-Serge Lhabitant and Greg N. Gregoriou
- High-frequency trading and its regulation in the Australian equity markets / Paul U. Ali
- Global exchanges in the HFT nexus / David R. Meyer and George Guernsey
- Liquidity : systemic liquidity, commonality, and high-frequency trading / Richard G. Anderson ... [et al.]
- We missed it again! Why do so many market orders in high-frequency FX trading fail to be executed? / Masayuki Susai and Yushi Yoshida
- Efficient performance evaluation for high-frequency traders / Godfrey Charles-Cadogan
- Do high-frequency traders care about earnings announcements? An analysis of trading activity before, during, and after regular trading hours / Brittany Cole ... [et al.]
- Why accountants should care about high frequency trading / Dov Fischer
- High-frequency trading under information regimes / Erick Rengifo and Rossen Trendafilov
- Effects of firm-specific public announcements on market dynamics : implications for high-frequency traders / Erdinç Akyõldõrõm, Albert Altarovici, and Cumhur Ekinci
- Machine news and volatility : the Dow Jones industrial average and the TRNA real-time high-frequency sentiment series / David E. Allen, Michael J. McAleer, and Abhay K. Singh
- High-frequency technical trading : insights for practitioners / Camillo Lento and Nikola Gradojevic
- High-frequency news flow and states of asset volatility / Kin-Yip Ho, Yanlin Shi, and Zhaoyong Zhang
- News releases and stock market volatility : intraday evidence from Borsa Istanbul / M. Nihat Solakoglu and Nazmi Demir
- The low-risk anomaly revisited on high-frequency data / Kris Boudt, Giang Nguyen and Benedict Peeters
- Measuring the leverage effect in a high-frequency trading framework / Imma Valentina Curato and Simona Sanfelici