Are high-frequency traders anticipating the order flow? : cross-venue evidence from the UK market
Year of publication: |
December 2016
|
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Authors: | Aquilina, Matteo ; Ysusi, Carla |
Published in: |
Market microstructure and liquidity. - New Jersey : World Scientific, ISSN 2382-6266, ZDB-ID 2880405-3. - Vol. 2.2016, 3/4, p. 1-35
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Subject: | High frequency trading | anticipatory trading | UK equity market | Elektronisches Handelssystem | Electronic trading | Aktienmarkt | Stock market | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Anlageverhalten | Behavioural finance |
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