Works matching High-frequency trading (Securities)

Results: 203

Pick Your Poison-Fragmentation or Market Power? An Analysis of RegNMS, High Frequency Trading, and Securities Market Structure.

Published in:

Journal of Applied Corporate Finance, 2014, v. 26, n. 2, p. 8, doi. 10.1111/jacf.12061

By:

Pirrong, Craig

Publication type:

Article

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

Published in:

2015

By:

Levens, Tara E.

Publication type:

Opinion

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

Executive Summaries.

Published in:: Journal of Applied Corporate Finance, 2014, v. 26, n. 2, p. 4, doi. 10.1111/jacf.12060
Publication type:: Article

Investors May Take Heart: A Game Theoretic View of High Frequency Trading.

Published in:

Journal of Financial Planning, 2015, v. 28, n. 5, p. 53

By:

Pandey, Vivek K.;
Wu, Chen Y.

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

TRADING IN A FLASH: IMPLICATION OF HIGH-FREQUENCY TRADING FOR SECURITIES REGULATORS WORLDWIDE.

Published in:

2010

By:

Mi Hyun Yoon

Publication type:

Opinion

KNOWLEDGE IS SALVATION: INFORMING INVESTORS BY REGULATING DISCLOSURES TO SAFEGUARD BEST EXECUTION.

Published in:

Hofstra Law Review, 2015, v. 43, n. 4, p. 1231

By:

Schara, Jeremy

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

Modeling High-Frequency Non-Homogeneous Order Flows by Compound Cox Processes*.

Published in:

Journal of Mathematical Sciences, 2016, v. 214, n. 1, p. 44, doi. 10.1007/s10958-016-2757-6

By:

Chertok, A.;
Korolev, V.;
Korchagin, A.

Publication type:

Article

High‐Frequency Trading and the New Stock Market: Sense And Nonsense.

Published in:

Journal of Applied Corporate Finance, 2017, v. 29, n. 4, p. 30, doi. 10.1111/jacf.12260

By:

Fox, Merritt B.;
Glosten, Lawrence R.;
Rauterberg, Gabriel V.

Publication type:

Article

A Message from the Editor.

Published in:: Journal of Applied Corporate Finance, 2014, v. 26, n. 2, p. 2, doi. 10.1111/jacf.12059
Publication type:: Article

Are emerging Islamic equity markets immune from contagion effects during the COVID-19 pandemic crisis? Evidence from the higher-order comoment-based contagion tests.

Published in:

Economic Research-Ekonomska Istrazivanja, 2023, v. 36, n. 3, p. 1, doi. 10.1080/1331677X.2023.2263524

By:

Benzarti, Nour El Houda;
Mighri, Zouheir

Publication type:

Article

Daily return distribution forecast incorporating intraday high frequency information in China's stock market.

Published in:

Economic Research-Ekonomska Istrazivanja, 2023, v. 36, n. 2, p. 1, doi. 10.1080/1331677X.2022.2107554

By:

Yao, Yanyun;
Huang, Qiang;
Cai, Shangzhen

Publication type:

Article

Estimating spot volatility under infinite variation jumps with dependent market microstructure noise.

Published in:

Econometrics Journal, 2024, v. 27, n. 2, p. 278, doi. 10.1093/ectj/utae001

By:

Liu, Qiang;
Liu, Zhi

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

Organizational ignorance: an ethnographic study of high-frequency trading.

Published in:

Economy & Society, 2016, v. 45, n. 2, p. 230, doi. 10.1080/03085147.2016.1220665

By:

Lange, Ann-Christina

Publication type:

Article

Cultures of high-frequency trading: mapping the landscape of algorithmic developments in contemporary financial markets.

Published in:

Economy & Society, 2016, v. 45, n. 2, p. 149, doi. 10.1080/03085147.2016.1213986

By:

Lange, Ann-Christina;
Lenglet, Marc;
Seyfert, Robert

Publication type:

Article

Where do electronic markets come from? Regulation and the transformation of financial exchanges.

Published in:

Economy & Society, 2016, v. 45, n. 2, p. 166, doi. 10.1080/03085147.2016.1213985

By:

Castelle, Michael;
Millo, Yuval;
Beunza, Daniel;
Lubin, David C.

Publication type:

Article

Bugs, predations or manipulations? Incompatible epistemic regimes of high-frequency trading.

Published in:

Economy & Society, 2016, v. 45, n. 2, p. 251, doi. 10.1080/03085147.2016.1213978

By:

Seyfert, Robert

Publication type:

Article

What is an algorithm? Financial regulation in the era of high-frequency trading.

Published in:

Economy & Society, 2016, v. 45, n. 2, p. 278, doi. 10.1080/03085147.2016.1213977

By:

Coombs, Nathan

Publication type:

Article

Insurgent capitalism: Island, bricolage and the re-making of finance.

Published in:

Economy & Society, 2014, v. 43, n. 2, p. 153, doi. 10.1080/03085147.2014.881597

By:

MacKenzie, Donald;
Pablo Pardo-Guerra, Juan

Publication type:

Article

Forecasting Financial Markets Using High-Frequency Trading Data: Examination with Strongly Typed Genetic Programming.

Published in:

International Journal of Electronic Commerce, 2019, v. 23, n. 1, p. 12, doi. 10.1080/10864415.2018.1512271

By:

Manahov, Viktor;
Zhang, Hanxiong

Publication type:

Article

A ESTRATéGIA DE PARES NO MERCADO ACIONáRIO BRASILEIRO: O IMPACTO DA FREQUêNCIA DE DADOS.

Published in:

RAM. Mackenzie Management Review / RAM. Revista de Administração Mackenzie, 2015, v. 16, n. 2, p. 188, doi. 10.1590/1678-69712015/administracao.v16n2p188-213

By:

PONTUSCHKA, MARTIN;
PERLIN, MARCELO

Publication type:

Article

Introduction to the OR Forum Article: "The Cost of Latency in High-Frequency Trading".

Published in:

Operations Research, 2013, v. 61, n. 5, p. 1069, doi. 10.1287/opre.2013.1211

By:

Pinker, Edieal J.

Publication type:

Article

OR Forum--The Cost of Latency in High-Frequency Trading.

Published in:

Operations Research, 2013, v. 61, n. 5, p. 1070, doi. 10.1287/opre.2013.1165

By:

Moallemi, Ciamac C.;
Sağlam, Mehmet

Publication type:

Article

On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts.

Published in:

Journal of Risk & Financial Management, 2017, v. 10, n. 1, p. 1, doi. 10.3390/jrfm10010007

By:

Krauss, Christopher;
Herrmann, Klaus

Publication type:

Article

Neuro-wavelet Model for price prediction in high-frequency data in the Mexican Stock market.

Published in:

Mexican Journal of Economics & Finance / Revista Mexicana de Economia y Finanzas, 2022, v. 17, n. 1, p. 1, doi. 10.21919/remef.v17i1.570

By:

Massa Roldán, Ricardo;
Miranda, Montserrat Reyna;
Gómez Salcido, Vicente

Publication type:

Article

Fairness in Financial Markets: The Case of High Frequency Trading.

Published in:

Journal of Business Ethics, 2013, v. 112, n. 4, p. 585, doi. 10.1007/s10551-012-1559-0

By:

Angel, James;
McCabe, Douglas

Publication type:

Article

Implementation Details for Frequent Batch Auctions: Slowing Down Markets to the Blink of an Eye.

Published in:: American Economic Review, 2014, v. 104, n. 5, p. 418, doi. 10.1257/aer.104.5.418
Publication type:: Article

2006 : New Jersey.

Published in:: 2014
Publication type:: Excerpt

Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations.

Published in:

Finance & Stochastics, 2017, v. 21, n. 2, p. 427, doi. 10.1007/s00780-017-0325-7

By:

Liu, Zhi

Publication type:

Article

Dynamic optimal execution in a mixed-market-impact Hawkes price model.

Published in:

Finance & Stochastics, 2016, v. 20, n. 1, p. 183, doi. 10.1007/s00780-015-0282-y

By:

Alfonsi, Aurélien;
Blanc, Pierre

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: FACT AND FICTION.

Published in:

Policy, 2015, v. 31, n. 4, p. 8

By:

Kirchner, Stephen

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

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

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

Public Dissentiment: Hacktivism in the Age of High-Frequency Traders.

Published in:

Visual Resources: An International Journal of Documentation, 2018, v. 34, n. 1/2, p. 93, doi. 10.1080/01973762.2018.1435477

By:

Curry, Derek

Publication type:

Article

Optimal Liquidation, Acquisition and Market Making Problems in HFT under Hawkes Models for LOB.

Published in:

Risks, 2022, v. 10, n. 8, p. 160, doi. 10.3390/risks10080160

By:

Roldan Contreras, Ana;
Swishchuk, Anatoliy

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

The Real Lesson of Michael Lewis's Book: The Importance of Simplicity and Fairness.

Published in:

2015

By:

Fischer, Dov

Publication type:

Opinion

Michael Lewis's Disservice to Wary Stock Market Investors.

Published in:

2014

By:

Mazzola, Daniel G.

Publication type:

Opinion

The rise of the machines in commodities markets: new evidence obtained using Strongly Typed Genetic Programming.

Published in:

Annals of Operations Research, 2018, v. 260, n. 1/2, p. 321, doi. 10.1007/s10479-016-2286-1

By:

Manahov, Viktor

Publication type:

Article

High frequency trading, liquidity, and execution cost.

Published in:

Annals of Operations Research, 2014, v. 223, n. 1, p. 403, doi. 10.1007/s10479-013-1382-8

By:

Sun, Edward;
Kruse, Timm;
Yu, Min-Teh

Publication type:

Article

Spoof, Bluff, Go For It: A Defence of Spoofing.

Published in:

Journal of Business Ethics, 2024, v. 189, n. 1, p. 201, doi. 10.1007/s10551-022-05296-7

By:

Khorasanee, Kasim

Publication type:

Article

What (If Anything) is Wrong with High-Frequency Trading?

Published in:

Journal of Business Ethics, 2023, v. 186, n. 2, p. 369, doi. 10.1007/s10551-022-05145-7

By:

Mildenberger, Carl David

Publication type:

Article