عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
0128022051
9780128022054
dltt
The handbook of high frequency trading
[Book]
Greg N. Gregoriou, State University of New York (Plattsburgh).
Boston :
Academic Press,
[2015].
Includes bibliographical references and index.
High-frequency activity on NASDAQ / Martin Scholtus and Dick van Dijk -- The profitability of high-frequency trading : is it for real? / Imad Moosa and Vikash Ramiah -- Data characteristics for high-frequency trading systems / Bruce Vanstone and Tobias Hahn -- The relevance of heteroskedasticity and structural breaks when testing for a random walk with high-frequency financial data : evidence from ASEAN stock markets / Hooi Hooi Lean, Vinod Mishra, and Russell Smyth -- Game theoretical aspects of colocation in high-speed financial markets / Camillo von Müller -- Describing and regulating high-frequency trading : a European perspective / Giuseppe Ciallella -- High-frequency trading : implications for market efficiency and fairness / Tayyeb Shabbir -- Revisioning revisionism : a glance at HFT's critics / Jeffrey G. MacIntosh -- High-frequency trading : past, present, and future / François-Serge Lhabitant and Greg N. Gregoriou -- High-frequency trading and its regulation in the Australian equity markets / Paul U. Ali -- Global exchanges in the HFT nexus / David R. Meyer and George Guernsey -- Liquidity : systemic liquidity, commonality, and high-frequency trading / Richard G. Anderson ... [et al.] -- We missed it again! Why do so many market orders in high-frequency FX trading fail to be executed? / Masayuki Susai and Yushi Yoshida -- Efficient performance evaluation for high-frequency traders / Godfrey Charles-Cadogan -- Do high-frequency traders care about earnings announcements? An analysis of trading activity before, during, and after regular trading hours / Brittany Cole ... [et al.] -- Why accountants should care about high frequency trading / Dov Fischer -- High-frequency trading under information regimes / Erick Rengifo and Rossen Trendafilov -- Effects of firm-specific public announcements on market dynamics : implications for high-frequency traders / Erdinç Akyıldırım, Albert Altarovici, and Cumhur Ekinci -- Machine news and volatility : the Dow Jones industrial average and the TRNA real-time high-frequency sentiment series / David E. Allen, Michael J. McAleer, and Abhay K. Singh -- High-frequency technical trading : insights for practitioners / Camillo Lento and Nikola Gradojevic -- High-frequency news flow and states of asset volatility / Kin-Yip Ho, Yanlin Shi, and Zhaoyong Zhang -- News releases and stock market volatility : intraday evidence from Borsa Istanbul / M. Nihat Solakoglu and Nazmi Demir -- The low-risk anomaly revisited on high-frequency data / Kris Boudt, Giang Nguyen and Benedict Peeters -- Measuring the leverage effect in a high-frequency trading framework / Imma Valentina Curato and Simona Sanfelici.
0
Electronic trading of securities.
Investment analysis.
Program trading (Securities)
Gregoriou, Greg N.,1956-
ScienceDirect (Online service).
20181030164322.0
مطالعه متن کتاب [Book]
Y
