Algorithmic trading in turbulent markets
Hao Zhou, Petko S. Kalev, Alex Frino
| Year of publication: |
2020
|
|---|---|
| Authors: | Zhou, Hao ; Kalev, Petko S. ; Frino, Alex |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 62.2020, p. 1-27
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| Subject: | Algorithmic trading | Order imbalance | Price swing | Turbulent markets | Volume-weighted average price | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Algorithmus | Algorithm | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2020.101358 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012491255