Do high-frequency traders anticipate buying and selling pressure?
Year of publication: |
2021
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---|---|
Authors: | Hirschey, Nicholas |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 6, p. 3321-3345
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Subject: | high-frequency traders | trading | information acquisition | liquidity | microstructure | Elektronisches Handelssystem | Electronic trading | Anlageverhalten | Behavioural finance | Marktmikrostruktur | Market microstructure | Theorie | Theory | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Handelsvolumen der Börse | Trading volume | Liquidität | Liquidity | Geld-Brief-Spanne | Bid-ask spread |
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