Works matching DE "HIGH-frequency trading (Securities)"
Results: 193
Physics in finance: Trading at the speed of light.
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- Nature, 2015, v. 518, n. 7538, p. 161, doi. 10.1038/518161a
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- Article
Modeling High-Frequency Non-Homogeneous Order Flows by Compound Cox Processes*.
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- Journal of Mathematical Sciences, 2016, v. 214, n. 1, p. 44, doi. 10.1007/s10958-016-2757-6
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High-Frequency Trading, Liquidity Withdrawal, and the Breakdown of Conventions in Foreign Exchange Markets.
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- Journal of Economic Issues, 2018, v. 52, n. 2, p. 387, doi. 10.1080/00213624.2018.1469883
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- Article
Special Issue of <italic>Quantitative Finance</italic> on the ‘23rd Forecasting Financial Markets Conference’.
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- Quantitative Finance, 2018, v. 18, n. 5, p. 723, doi. 10.1080/14697688.2018.1429723
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- Article
Ultra-high-frequency lead-lag relationship and information arrival.
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- Quantitative Finance, 2018, v. 18, n. 5, p. 725, doi. 10.1080/14697688.2017.1414484
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- Article
Latency and liquidity provision in a limit order book.
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- Quantitative Finance, 2017, v. 17, n. 10, p. 1601, doi. 10.1080/14697688.2017.1296177
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Transitions in the stock markets of the US, UK and Germany.
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- Quantitative Finance, 2017, v. 17, n. 2, p. 289, doi. 10.1080/14697688.2016.1183812
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Calendar.
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- 2016
- Publication type:
- Calendar
Gaussian process-based algorithmic trading strategy identification.
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- Quantitative Finance, 2015, v. 15, n. 10, p. 1683, doi. 10.1080/14697688.2015.1011684
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High-frequency Trading.
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- 2015
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- Book Review
Special Issue of Quantitative Finance on ‘High Frequency Data Modeling in Finance’.
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- Quantitative Finance, 2015, v. 15, n. 8, p. 1277, doi. 10.1080/14697688.2015.1039858
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Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data.
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- Quantitative Finance, 2015, v. 15, n. 8, p. 1293, doi. 10.1080/14697688.2015.1032544
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- Article
Optimal execution with limit and market orders.
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- Quantitative Finance, 2015, v. 15, n. 8, p. 1279, doi. 10.1080/14697688.2015.1032543
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Evolution of high-frequency systematic trading: a performance-driven gradient boosting model.
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- Quantitative Finance, 2015, v. 15, n. 8, p. 1387, doi. 10.1080/14697688.2015.1032541
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- Article
Flash Boys: Cracking the Money Code.
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- 2015
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- Book Review
Flash Boys: Cracking the Money Code.
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- 2015
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- Publication type:
- Book Review
Ensemble properties of high-frequency data and intraday trading rules.
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- Quantitative Finance, 2015, v. 15, n. 2, p. 231, doi. 10.1080/14697688.2013.867454
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Trading system capability.
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- Quantitative Finance, 2014, v. 14, n. 3, p. 383, doi. 10.1080/14697688.2013.787492
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- Article
Optimal high-frequency trading with limit and market orders.
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- Quantitative Finance, 2013, v. 13, n. 1, p. 79, doi. 10.1080/14697688.2012.708779
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- Article
Detecting market crashes by analysing long-memory effects using high-frequency data.
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- Quantitative Finance, 2012, v. 12, n. 4, p. 623, doi. 10.1080/14697688.2012.664937
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Estimation of quarticity with high-frequency data.
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- Quantitative Finance, 2012, v. 12, n. 4, p. 607, doi. 10.1080/14697688.2012.664936
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High-frequency trading model for a complex trading hierarchy.
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- Quantitative Finance, 2012, v. 12, n. 4, p. 559, doi. 10.1080/14697688.2012.664928
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Foreword.
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- Quantitative Finance, 2012, v. 12, n. 4, p. 515, doi. 10.1080/14697688.2012.664030
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- Article
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise.
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- Econometrics Journal, 2024, v. 27, n. 2, p. 278, doi. 10.1093/ectj/utae001
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- Article
Implementation Details for Frequent Batch Auctions: Slowing Down Markets to the Blink of an Eye.
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- American Economic Review, 2014, v. 104, n. 5, p. 418, doi. 10.1257/aer.104.5.418
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- Article
Crypto market dynamics in stressful conditions.
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- Applied Economics, 2023, v. 55, n. 27, p. 3121, doi. 10.1080/00036846.2022.2108754
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Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading.
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- International Review of Finance, 2018, v. 18, n. 4, p. 727, doi. 10.1111/irfi.12159
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- Article
What is an algorithm? Financial regulation in the era of high-frequency trading.
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- Economy & Society, 2016, v. 45, n. 2, p. 278, doi. 10.1080/03085147.2016.1213977
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- Article
Organizational ignorance: an ethnographic study of high-frequency trading.
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- Economy & Society, 2016, v. 45, n. 2, p. 230, doi. 10.1080/03085147.2016.1220665
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Cultures of high-frequency trading: mapping the landscape of algorithmic developments in contemporary financial markets.
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- Economy & Society, 2016, v. 45, n. 2, p. 149, doi. 10.1080/03085147.2016.1213986
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- Article
Where do electronic markets come from? Regulation and the transformation of financial exchanges.
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- Economy & Society, 2016, v. 45, n. 2, p. 166, doi. 10.1080/03085147.2016.1213985
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Bugs, predations or manipulations? Incompatible epistemic regimes of high-frequency trading.
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- Economy & Society, 2016, v. 45, n. 2, p. 251, doi. 10.1080/03085147.2016.1213978
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Insurgent capitalism: Island, bricolage and the re-making of finance.
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- Economy & Society, 2014, v. 43, n. 2, p. 153, doi. 10.1080/03085147.2014.881597
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- Article
An Evolutionary Method for Financial Forecasting in Microscopic High-Speed Trading Environment.
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- Computational Intelligence & Neuroscience, 2017, p. 1, doi. 10.1155/2017/9580815
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- Article
Statistical characteristics of price impact in high-frequency trading.
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- Studies in Nonlinear Dynamics & Econometrics, 2021, v. 25, n. 3, p. 19, doi. 10.1515/snde-2018-0067
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- Article
How Have Contracts for Difference Affected Irish Equity Market Volatility?
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- Economic & Social Review, 2014, v. 45, n. 4, p. 559
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Mechanizing the Merc.
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- Technology & Culture, 2015, v. 56, n. 3, p. 646, doi. 10.1353/tech.2015.0102
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- Article
The visible hand: finger ratio (2D:4D) and competitive bidding.
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- Experimental Economics, 2012, v. 15, n. 3, p. 510, doi. 10.1007/s10683-011-9311-7
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- Article
Public Dissentiment: Hacktivism in the Age of High-Frequency Traders.
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- Visual Resources: An International Journal of Documentation, 2018, v. 34, n. 1/2, p. 93, doi. 10.1080/01973762.2018.1435477
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- Article
The Relationship between the Volatility of Returns and the Number of Jumps in Financial Markets.
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- Econometric Reviews, 2016, v. 35, n. 6, p. 929, doi. 10.1080/07474938.2014.976529
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LARGE PLATONIC MARKETS WITH DELAYS.
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- International Journal of Theoretical & Applied Finance, 2021, v. 24, n. 8, p. 1, doi. 10.1142/S0219024921500436
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- Article
TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE.
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- International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 3, p. N.PAG, doi. 10.1142/S0219024918500255
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- Article
A DYSFUNCTIONAL ROLE OF HIGH FREQUENCY TRADING IN ELECTRONIC MARKETS.
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- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 3, p. 1250022-1, doi. 10.1142/S0219024912500227
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- Article
Realized semicovariances: Empirical applications to volatility forecasting and portfolio optimization.
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- Brazilian Review of Finance / Revista Brasileira de Finanças, 2023, v. 21, n. 3, p. 99, doi. 10.12660/rbfin.v21n3.2023.85622
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- Article
GetHFData: A R package for downloading and aggregating high frequency trading data from Bovespa.
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- Brazilian Review of Finance / Revista Brasileira de Finanças, 2016, v. 14, n. 3, p. 443, doi. 10.12660/rbfin.v14n3.2016.64587
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- Article
High-Frequency Trading and Internet Crime: One Cannot "Trust the Screen".
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- Journal of Financial Service Professionals, 2016, v. 70, n. 5, p. 81
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- Article
MiFID II: regulating high frequency trading, other forms of algorithmic trading and direct electronic market access.
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- Law & Financial Markets Review, 2016, v. 10, n. 2, p. 72, doi. 10.1080/17521440.2016.1200333
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- Article
High-frequency trading and dark pools: sharks never sleep.
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- Law & Financial Markets Review, 2014, v. 8, n. 4, p. 342, doi. 10.5235/17521440.8.4.342
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- Article
LAW'S ACCELERATION OF FINANCE: REDEFINING THE PROBLEM OF HIGH-FREQUENCY TRADING.
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- Cardozo Law Review, 2015, v. 36, n. 6, p. 2085
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- Article
HIGH-FREQUENCY TRADING, ORDER TYPES, AND THE EVOLUTION OF THE SECURITIES MARKET STRUCTURE: ONE WHISTLEBLOWER'S CONSEQUENCES FOR SECURITIES REGULATION.
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- Journal of Law, Technology & Policy, 2014, v. 2014, n. 1, p. 145
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- Article