Works matching DE "HIGH-frequency trading (Securities)"
Results: 188
Parallel Optimization of Sparse Portfolios with AR-HMMs.
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- Computational Economics, 2017, v. 49, n. 4, p. 563, doi. 10.1007/s10614-016-9579-y
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- Article
High‐Frequency Trading and the New Stock Market: Sense And Nonsense.
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- Journal of Applied Corporate Finance, 2017, v. 29, n. 4, p. 30, doi. 10.1111/jacf.12260
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Pick Your Poison-Fragmentation or Market Power? An Analysis of RegNMS, High Frequency Trading, and Securities Market Structure.
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- Journal of Applied Corporate Finance, 2014, v. 26, n. 2, p. 8, doi. 10.1111/jacf.12061
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Executive Summaries.
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- Journal of Applied Corporate Finance, 2014, v. 26, n. 2, p. 4, doi. 10.1111/jacf.12060
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- Article
A Message from the Editor.
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- Journal of Applied Corporate Finance, 2014, v. 26, n. 2, p. 2, doi. 10.1111/jacf.12059
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- Article
Reconceptualizing the Regulation of Global Finance.
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- Oxford Journal of Legal Studies, 2016, v. 36, n. 2, p. 242, doi. 10.1093/ojls/gqv023
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- Article
CONCEPTUAL ASPECTS OF RECENT DEVELOPMENTS AND PERSPECTIVES IN FINANCIAL MARKETS.
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- Annals of 'Constantin Brancusi' University of Targu-Jiu. Economy Series / Analele Universităţii 'Constantin Brâncuşi' din Târgu-Jiu Seria Economie, 2024, n. 2, p. 56
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- Article
Time to Slow Down for High-Frequency Trading? Lessons from Artificial Markets.
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- Intelligent Systems in Accounting, Finance & Management, 2017, v. 24, n. 2/3, p. 73, doi. 10.1002/isaf.1407
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HIGH-FREQUENCY EXCHANGE-RATE PREDICTION WITH AN ARTIFICIAL NEURAL NETWORK.
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- Intelligent Systems in Accounting, Finance & Management, 2012, v. 19, n. 3, p. 170, doi. 10.1002/isaf.1329
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Plundered by Harpies.
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- Financial History, 2014, n. 111, p. 20
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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
Forecasting Intraday Volatility and Value-at-Risk with High-Frequency Data.
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- Asia-Pacific Financial Markets, 2013, v. 20, n. 1, p. 83, doi. 10.1007/s10690-012-9160-1
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- Article
Dynamic Relationship among Intraday Realized Volatility, Volume and Number of Trades.
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- Asia-Pacific Financial Markets, 2011, v. 18, n. 3, p. 291, doi. 10.1007/s10690-010-9126-0
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The Real Lesson of Michael Lewis's Book: The Importance of Simplicity and Fairness.
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- 2015
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- Publication type:
- Opinion
Michael Lewis's Disservice to Wary Stock Market Investors.
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- 2014
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- Publication type:
- Opinion
Fairness in Financial Markets: The Case of High Frequency Trading.
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- Journal of Business Ethics, 2013, v. 112, n. 4, p. 585, doi. 10.1007/s10551-012-1559-0
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- Article
The Effect of Algorithmic Trading on Management Guidance.
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- Accounting Review, 2024, v. 99, n. 6, p. 421, doi. 10.2308/TAR-2022-0080
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- Article
News at the Bell and a Level Playing Field.
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- Accounting Review, 2022, v. 97, n. 6, p. 357, doi. 10.2308/TAR-2020-0388
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- Article
AGGRESSIVE AND DEFENSIVE HIGH-FREQUENCY TRADING AND ITS IMPACT ON LIQUIDITY OF GERMAN STOCK MARKET.
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- Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2016, v. 64, n. 6, p. 1911, doi. 10.11118/actaun201664061911
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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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Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations.
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- Finance & Stochastics, 2017, v. 21, n. 2, p. 427, doi. 10.1007/s00780-017-0325-7
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- Article
Dynamic optimal execution in a mixed-market-impact Hawkes price model.
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- Finance & Stochastics, 2016, v. 20, n. 1, p. 183, doi. 10.1007/s00780-015-0282-y
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- Article
A ESTRATéGIA DE PARES NO MERCADO ACIONáRIO BRASILEIRO: O IMPACTO DA FREQUêNCIA DE DADOS.
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- RAM. Mackenzie Management Review / RAM. Revista de Administração Mackenzie, 2015, v. 16, n. 2, p. 188, doi. 10.1590/1678-69712015/administracao.v16n2p188-213
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- Article
Big Data and algorithmic governance: the case of financial practices.
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- New Political Economy, 2017, v. 22, n. 2, p. 219, doi. 10.1080/13563467.2016.1216533
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- Article
Time, trading and algorithms in financial sector security.
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- New Political Economy, 2017, v. 22, n. 1, p. 1, doi. 10.1080/13563467.2016.1183116
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- Article
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
Reordering Transaction Execution to Boost High-Frequency Trading Applications.
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- Data Science & Engineering, 2017, v. 2, n. 4, p. 301, doi. 10.1007/s41019-017-0054-0
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- Article
Neuro-wavelet Model for price prediction in high-frequency data in the Mexican Stock market.
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- Mexican Journal of Economics & Finance / Revista Mexicana de Economia y Finanzas, 2022, v. 17, n. 1, p. 1, doi. 10.21919/remef.v17i1.570
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- Article
THE NEW STOCK MARKET: SENSE AND NONSENSE.
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- Duke Law Journal, 2015, v. 65, n. 2, p. 191
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- Article
Fast learning and predicting of stock returns with virtual generalized random access memory weightless neural networks.
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- Concurrency & Computation: Practice & Experience, 2012, v. 24, n. 8, p. 921, doi. 10.1002/cpe.1772
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- Article
The Mysterious Ethics of High-Frequency Trading.
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- Business Ethics Quarterly, 2016, v. 26, n. 1, p. 1, doi. 10.1017/beq.2015.41
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- Article
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 higher moments and trading activity.
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- Review of Quantitative Finance & Accounting, 2024, v. 62, n. 3, p. 971, doi. 10.1007/s11156-023-01227-3
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- Article
Trade-time clustering.
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- Review of Quantitative Finance & Accounting, 2023, v. 60, n. 3, p. 1209, doi. 10.1007/s11156-023-01125-8
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- Article
One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations.
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- Review of Quantitative Finance & Accounting, 2018, v. 50, n. 2, p. 353, doi. 10.1007/s11156-017-0632-2
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- Article
A PIN per day shows what news convey: the intraday probability of informed trading.
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- Review of Quantitative Finance & Accounting, 2016, v. 47, n. 4, p. 1187, doi. 10.1007/s11156-015-0535-z
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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
HOW TO PREVENT FUTURE FLASH CRASHES AND RESTORE THE ORDINARY INVESTORS' CONFIDENCE IN THE FINANCIAL MARKET: THE IMPLEMENTATION OF CIRCUIT BREAKERS AND SPEED LIMITS TO HELP ENFORCE THE MARKET ACCESS RULE.
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- Journal on Telecommunications & High Technology Law, 2014, v. 12, n. 1, p. 265
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- Article
PRICE CYCLICALITY MODEL FOR FINANCIAL MARKETS. RELIABLE LIMIT CONDITIONS FOR ALGORITHMIC TRADING.
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- Economic Computation & Economic Cybernetics Studies & Research, 2018, v. 52, n. 4, p. 145, doi. 10.24818/18423264/52.4.18.10
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- Article
INSIDE THE BLACK BOX: INFORMATIONAL ENTROPY OF HIGH - FREQUENCY DATA ON FOREX MARKET.
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- Economic Computation & Economic Cybernetics Studies & Research, 2012, v. 46, n. 2, p. 63
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- Article
Investors May Take Heart: A Game Theoretic View of High Frequency Trading.
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- Journal of Financial Planning, 2015, v. 28, n. 5, p. 53
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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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- Article
Ethics, Finance, and Automation: A Preliminary Survey of Problems in High Frequency Trading.
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- Science & Engineering Ethics, 2013, v. 19, n. 3, p. 851, doi. 10.1007/s11948-012-9412-5
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- Article
The European Commission's Proposal for a Financial Transactions Tax: A Critical Assessment.
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- Journal of Common Market Studies, 2014, v. 52, n. 2, p. 234, doi. 10.1111/jcms.12086
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- Article
Taming impulsive high-frequency data using optimal sampling periods.
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- Annals of Operations Research, 2024, v. 333, n. 1, p. 393, doi. 10.1007/s10479-023-05701-y
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- Article
Dynamic limit order placement activities and their effects on stock market quality.
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- Annals of Operations Research, 2023, v. 330, n. 1/2, p. 155, doi. 10.1007/s10479-021-04282-y
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- Article
The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic Programming.
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- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 321, doi. 10.1007/s10479-016-2286-1
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- Article
High frequency trading, liquidity, and execution cost.
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- Annals of Operations Research, 2014, v. 223, n. 1, p. 403, doi. 10.1007/s10479-013-1382-8
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- Article