Results 21 to 30 of about 308,405 (309)
A Decision Support System for Trading in Apple Futures Market Using Predictions Fusion
IEEE Access, 2021 In the last decade, High-Frequency Trading (HFT) has become a popular issue in the futures market, which has attracted much attention from numerous researchers.
Shangkun Deng +6 more
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A comprehensive study on bid-ask spread and its determinants in India
Cogent Economics & Finance, 2021 Determinants of bid-ask spread have been explored significantly for low-frequency datasets in many developed markets. Researchers have identified share price, traded volume, market–capitalization, return volatility, and number of trades as the prime ...
Aritra Pan, Arun Kumar Misra
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High Frequency Trading: análise de retorno, volume e volatilidade
Faces: Revista de Administração, 2018 O artigo tem o objetivo de analisar a relação entre a volatilidade dos preços e volume na bolsa de valores brasileira em momentos antes e pós-iniciação das estratégias HFT.
Alcides Carlos de Araújo +1 more
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High Frequency Trading and Mini Flash Crashes [PDF]
, 2012 We analyse all Mini Flash Crashes (or Flash Equity Failures) in the US equity markets in the four most volatile months during 2006-2011. In contrast to previous studies, we find that Mini Flash Crashes are the result of regulation framework and market ...
Golub, Anton +2 more
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Algorithmic and high-frequency trading in Borsa Istanbul
Borsa Istanbul Review, 2016 This paper investigates the levels of algorithmic trading (AT) and high-frequency trading (HFT) in an emerging market, Borsa Istanbul (BIST), utilizing a dataset of 354 trading days between January 2013 and May 2014.
Oguz Ersan, Cumhur Ekinci
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Econometrics, 2023 Time-series data, which exhibit a low signal-to-noise ratio, non-stationarity, and non-linearity, are commonly seen in high-frequency stock trading, where the objective is to increase the likelihood of profit by taking advantage of tiny discrepancies in ...
Chengyu Li, Luyi Shen, Guoqi Qian
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Algorithmic Finance and (Limits to) Governmentality: On Foucault and High-Frequency Trading
Genealogy+Critique, 2017 In this essay I discuss algorithmic finance, specifically the use of fully automated trading, including high-frequency trading, in the light of Michel Foucault's notion of governmentality.
Christian Borch
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Modern trends of electronic trading by negotiable financial instruments
Vìsnik Žitomirsʹkogo Deržavnogo Tehnologìčnogo Unìversitetu: Ekonomìčnì Nauki, 2018 International negotiable financial instrument markets have a high level of electronic trading. It is displayed using the consolidated limit order book, the widening the range of trading orders, smart order routing, high speed access to the market on the ...
I.Kravchuk
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Latency arbitrage and the synchronized placement of orders
Financial Innovation, 2023 We argue that owing to traders’ inability to fully express their preferences over the execution times of their orders, contemporary stock market designs are prone to latency arbitrage. In turn, we propose a new order type, which allows traders to specify
Wolfgang Kuhle
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The Invisible Power of MacHines Revisiting the Proposed Flash Order Ban in the Wake of the Flash Crash [PDF]
, 2011 Technological innovation continues to make trading and markets more efficient, generally benefitting market participants and the investing public.
Sandler, Austin J.
core +6 more sources