Does high frequency algorithmic trading matter for non-AT investors?
Harry H. Kelejian, Purba Mukerji
| Year of publication: |
May 2016
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|---|---|
| Authors: | Kelejian, Harry H. ; Mukerji, Purba |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 37.2016, p. 78-92
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| Subject: | Algorithmic trading | Non-algorithmic investors | Volatility | Spatial econometrics | Volatilität | Elektronisches Handelssystem | Electronic trading | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading | Algorithmus | Algorithm | Schätzung | Estimation | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2015.10.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011595131