Works matching DE "HIGH-frequency trading (Securities)"

Results: 197

The SEC as Financial Stability Regulator.

Published in:

Journal of Corporation Law, 2018, v. 43, n. 4, p. 715

By:

Allen, Hilary J.

Publication type:

Article

Meeting Market Structure Challenges Where They Are.

Published in:

Journal of Corporation Law, 2017, v. 43, n. 2, p. 335

By:

Peirce, Hester

Publication type:

Article

Heterogeneity in the volatility spillover of cryptocurrencies and exchanges.

Published in:

Financial Innovation, 2024, v. 10, p. 1, doi. 10.1186/s40854-023-00585-0

By:

Wu, Meiyu;
Wang, Li;
Yang, Haijun

Publication type:

Article

A theory of very short-time price change: security price drivers in times of high-frequency trading.

Published in:

Financial Innovation, 2022, v. 8, n. 1, p. 1, doi. 10.1186/s40854-022-00371-4

By:

Virgilio, Gianluca P. M.

Publication type:

Article

The European Commission's Proposal for a Financial Transactions Tax: A Critical Assessment.

Published in:

Journal of Common Market Studies, 2014, v. 52, n. 2, p. 234, doi. 10.1111/jcms.12086

By:

Grahl, John;
Lysandrou, Photis

Publication type:

Article

The Effect of Algorithmic Trading on Management Guidance.

Published in:

Accounting Review, 2024, v. 99, n. 6, p. 421, doi. 10.2308/TAR-2022-0080

By:

Stephan, Andrew

Publication type:

Article

News at the Bell and a Level Playing Field.

Published in:

Accounting Review, 2022, v. 97, n. 6, p. 357, doi. 10.2308/TAR-2020-0388

By:

Hu, Danqi;
Stephan, Andrew

Publication type:

Article

AGGRESSIVE AND DEFENSIVE HIGH-FREQUENCY TRADING AND ITS IMPACT ON LIQUIDITY OF GERMAN STOCK MARKET.

Published in:

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2016, v. 64, n. 6, p. 1911, doi. 10.11118/actaun201664061911

By:

Hruška, Juraj

Publication type:

Article

Intraday dynamic relationships between CSI 300 index futures and spot markets: a high-frequency analysis.

Published in:

Neural Computing & Applications, 2016, v. 27, n. 4, p. 1007, doi. 10.1007/s00521-015-1915-y

By:

Zhou, Bei;
Wu, Chong

Publication type:

Article

High-frequency trading: networks of wealth and the concentration of power.

Published in:

Social Semiotics, 2013, v. 23, n. 2, p. 278, doi. 10.1080/10350330.2013.777595

By:

Golumbia, David

Publication type:

Article

Slowing Down High-Speed Trading: Why the SEC Should Allow a New Exchange a Chance to Compete.

Published in:

Tulane Journal of Technology & Intellectual Property, 2016, v. 19, p. 207

By:

John, Julie St.

Publication type:

Article

Into the Breech: The Increasing Gap between Algorithmic Trading and Securities Regulation.

Published in:

Journal of Financial Services Research, 2015, v. 47, n. 1, p. 135, doi. 10.1007/s10693-013-0184-0

By:

Kunz, Karen;
Martin, Jena

Publication type:

Article

High-Speed Trading on Stock and Commodity Markets--From Courier Pigeons to Computers.

Published in:

San Diego Law Review, 2015, v. 52, n. 3, p. 555

By:

MARKHAM, JERRY W.

Publication type:

Article

REGULATING TO ACHIEVE STABILITY IN THE DOMAIN OF HIGH-FREQUENCY TRADING.

Published in:

Michigan Telecommunications & Technology Law Review, 2015, v. 22, n. 1, p. 161

By:

Crump, Lindsey C.

Publication type:

Article

HIGH-FREQUENCY TRADING: SHOULD REGULATORS DO MORE?

Published in:

Michigan Telecommunications & Technology Law Review, 2012, v. 19, n. 1, p. 131

By:

Prewitt, Matt

Publication type:

Article

Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market.

Published in:

Management Science, 2024, v. 70, n. 1, p. 332, doi. 10.1287/mnsc.2022.4663

By:

Fleming, Michael;
Nguyen, Giang;
Ruela, Francisco

Publication type:

Article

High-Frequency Trading Strategies.

Published in:

Management Science, 2023, v. 69, n. 8, p. 4413, doi. 10.1287/mnsc.2022.4539

By:

Goldstein, Michael;
Kwan, Amy;
Philip, Richard

Publication type:

Article

Order Protection Through Delayed Messaging.

Published in:

Management Science, 2023, v. 69, n. 2, p. 774, doi. 10.1287/mnsc.2022.4370

By:

Aldrich, Eric M.;
Friedman, Daniel

Publication type:

Article

Analyzing predictive performance of linear models on high-frequency currency exchange rates.

Published in:

Vietnam Journal of Computer Science (Springer Nature), 2018, v. 5, n. 2, p. 123, doi. 10.1007/s40595-018-0108-x

By:

Serjam, Chanakya;
Sakurai, Akito

Publication type:

Article

THE SYMBIOSIS OF HIGH FREQUENCY TRADERS AND STOCK EXCHANGES: A MACRO PERSPECTIVE.

Published in:

New York University Journal of Law & Business, 2018, v. 14, n. 2, p. 595

By:

ABEDINE, ALEXANDER

Publication type:

Article

Crypto market dynamics in stressful conditions.

Published in:

Applied Economics, 2023, v. 55, n. 27, p. 3121, doi. 10.1080/00036846.2022.2108754

By:

Desagre, Christophe;
Mazza, Paolo;
Petitjean, Mikael

Publication type:

Article

Realized higher moments and trading activity.

Published in:

Review of Quantitative Finance & Accounting, 2024, v. 62, n. 3, p. 971, doi. 10.1007/s11156-023-01227-3

By:

Yuan, Shu-Fang

Publication type:

Article

Trade-time clustering.

Published in:

Review of Quantitative Finance & Accounting, 2023, v. 60, n. 3, p. 1209, doi. 10.1007/s11156-023-01125-8

By:

Black, Jeffrey R.;
Jain, Pankaj K.;
Sun, Wei

Publication type:

Article

One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations.

Published in:

Review of Quantitative Finance & Accounting, 2018, v. 50, n. 2, p. 353, doi. 10.1007/s11156-017-0632-2

By:

Verousis, Thanos;
Perotti, Pietro;
Sermpinis, Georgios

Publication type:

Article

A PIN per day shows what news convey: the intraday probability of informed trading.

Published in:

Review of Quantitative Finance & Accounting, 2016, v. 47, n. 4, p. 1187, doi. 10.1007/s11156-015-0535-z

By:

Pöppe, Thomas;
Aitken, Michael;
Schiereck, Dirk;
Wiegand, Ingo

Publication type:

Article

High-Frequency Trading and Internet Crime: One Cannot "Trust the Screen".

Published in:

Journal of Financial Service Professionals, 2016, v. 70, n. 5, p. 81

By:

Trotter, Richard "Clayton";
Chythlook, Alex

Publication type:

Article

Too Fast, Too Frequent? High-Frequency Trading and Securities Class Actions.

Published in:

2015

By:

Levens, Tara E.

Publication type:

Opinion

Securities Regulation.

Published in:

Regulation, 2021, v. 44, n. 1, p. 61

By:

P. V. D.

Publication type:

Article

The visible hand: finger ratio (2D:4D) and competitive bidding.

Published in:

Experimental Economics, 2012, v. 15, n. 3, p. 510, doi. 10.1007/s10683-011-9311-7

By:

Pearson, Matthew;
Schipper, Burkhard

Publication type:

Article

High Frequency and Dynamic Pairs Trading with Ant Colony Optimization.

Published in:

Computational Economics, 2022, v. 59, n. 3, p. 1251, doi. 10.1007/s10614-021-10129-2

By:

Cerda, José;
Rojas-Morales, Nicolás;
Minutolo, Marcel C.;
Kristjanpoller, Werner

Publication type:

Article

Parallel Optimization of Sparse Portfolios with AR-HMMs.

Published in:

Computational Economics, 2017, v. 49, n. 4, p. 563, doi. 10.1007/s10614-016-9579-y

By:

Sipos, I.;
Ceffer, Attila;
Levendovszky, János

Publication type:

Article

Execution Risk in High-Frequency Arbitrage.

Published in:

Management Science, 2012, v. 58, n. 11, p. 2131, doi. 10.1287/mnsc.1120.1541

By:

Kozhan, Roman;
Wing Wah Tham

Publication type:

Article

Experimental Comparison of HFT Pair Trading Strategies Using the Data of Microsecond and Nanosecond Future Commodity Contracts.

Published in:

Baltic Journal of Modern Computing, 2018, v. 6, n. 2, p. 195, doi. 10.22364/bjmc.2018.6.2.10

By:

VAITONIS, Mantas;
MASTEIKA, Saulius

Publication type:

Article

Pairs Trading Using HFT in OMX Baltic Market.

Published in:

Baltic Journal of Modern Computing, 2017, v. 5, n. 1, p. 37, doi. 10.22364/bjmc.2017.5.1.03

By:

VAITONIS, Mantas

Publication type:

Article

Fast learning and predicting of stock returns with virtual generalized random access memory weightless neural networks.

Published in:

Concurrency & Computation: Practice & Experience, 2012, v. 24, n. 8, p. 921, doi. 10.1002/cpe.1772

By:

De Souza, Alberto F.;
Freitas, Fabio Daros;
Coelho de Almeida, André Gustavo

Publication type:

Article

CONCEPTUAL ASPECTS OF RECENT DEVELOPMENTS AND PERSPECTIVES IN FINANCIAL MARKETS.

Published in:

Annals of 'Constantin Brancusi' University of Targu-Jiu. Economy Series / Analele Universităţii 'Constantin Brâncuşi' din Târgu-Jiu Seria Economie, 2024, n. 2, p. 56

By:

MARIA, CĂRBUNE DANIELA IULIA

Publication type:

Article

MiFID II: regulating high frequency trading, other forms of algorithmic trading and direct electronic market access.

Published in:

Law & Financial Markets Review, 2016, v. 10, n. 2, p. 72, doi. 10.1080/17521440.2016.1200333

By:

Busch, Danny

Publication type:

Article

High-frequency trading and dark pools: sharks never sleep.

Published in:

Law & Financial Markets Review, 2014, v. 8, n. 4, p. 342, doi. 10.5235/17521440.8.4.342

By:

CLARKE, THOMAS

Publication type:

Article

LAW'S ACCELERATION OF FINANCE: REDEFINING THE PROBLEM OF HIGH-FREQUENCY TRADING.

Published in:

Cardozo Law Review, 2015, v. 36, n. 6, p. 2085

By:

Pasquale, Frank

Publication type:

Article

Statistical characteristics of price impact in high-frequency trading.

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2021, v. 25, n. 3, p. 19, doi. 10.1515/snde-2018-0067

By:

Jia, Can;
Zhou, Tianmin;
Li, Handong

Publication type:

Article

Mechanizing the Merc.

Published in:

Technology & Culture, 2015, v. 56, n. 3, p. 646, doi. 10.1353/tech.2015.0102

By:

MACKENZIE, DONALD

Publication type:

Article

Forecasting Intraday Volatility and Value-at-Risk with High-Frequency Data.

Published in:

Asia-Pacific Financial Markets, 2013, v. 20, n. 1, p. 83, doi. 10.1007/s10690-012-9160-1

By:

So, Mike;
Xu, Rui

Publication type:

Article

Dynamic Relationship among Intraday Realized Volatility, Volume and Number of Trades.

Published in:

Asia-Pacific Financial Markets, 2011, v. 18, n. 3, p. 291, doi. 10.1007/s10690-010-9126-0

By:

Hatrick, Kerr;
So, Mike;
Chung, S.;
Deng, R.

Publication type:

Article

Time, trading and algorithms in financial sector security.

Published in:

New Political Economy, 2017, v. 22, n. 1, p. 1, doi. 10.1080/13563467.2016.1183116

By:

Thompson, Grahame F.

Publication type:

Article

Big Data and algorithmic governance: the case of financial practices.

Published in:

New Political Economy, 2017, v. 22, n. 2, p. 219, doi. 10.1080/13563467.2016.1216533

By:

Campbell-Verduyn, Malcolm;
Goguen, Marcel;
Porter, Tony

Publication type:

Article

Reordering Transaction Execution to Boost High-Frequency Trading Applications.

Published in:

Data Science & Engineering, 2017, v. 2, n. 4, p. 301, doi. 10.1007/s41019-017-0054-0

By:

Zhou, Ningnan;
Zhou, Xuan;
Zhang, Xiao;
Du, Xiaoyong;
Wang, Shan

Publication type:

Article

HFT'S POTENTIAL OF INVESTMENT COMPANIES.

Published in:

Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2015, n. 381, p. 376, doi. 10.15611/pn.2015.381.28

By:

Staszkiewicz, Piotr;
Staszkiewicz, Lucia

Publication type:

Article

Trade Informativeness in Modern Markets.

Published in:

Financial Analysts Journal, 2023, v. 79, n. 1, p. 77, doi. 10.1080/0015198X.2022.2126590

By:

Nawn, Samarpan;
Raizada, Gaurav

Publication type:

Article

Active Trading in ETFs: The Role of High-Frequency Algorithmic Trading.

Published in:

Financial Analysts Journal, 2021, v. 77, n. 2, p. 66, doi. 10.1080/0015198X.2020.1865694

By:

Jain, Archana;
Jain, Chinmay;
Jiang, Christine X.

Publication type:

Article

High-Frequency Trading as Viewed through an Electron Microscope.

Published in:

Financial Analysts Journal, 2018, v. 74, n. 2, p. 24, doi. 10.2469/faj.v74.n2.1

By:

Menkveld, Albert J.

Publication type:

Article