An empirical analysis of algorithmic trading around earnings announcements
Alex Frino, Tina Prodromou, George H.K. Wang, P. Joakim Westerholm, Hui Zheng
| Year of publication: |
October 2017
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|---|---|
| Authors: | Frino, Alex ; Prodromou, Tina ; Wang, George H. K. ; Westerholm, Joakim ; Zheng, Hui |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 45.2017, p. 34-51
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| Subject: | Algorithmic trading | Earnings announcements | Market efficiency | Ankündigungseffekt | Announcement effect | Effizienzmarkthypothese | Efficient market hypothesis | Elektronisches Handelssystem | Electronic trading | Gewinnprognose | Earnings announcement | Gewinn | Profit | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Algorithmus | Algorithm | 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.2016.05.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011800806