Fast trading and the virtue of entropy : evidence from the foreign exchange market

Giancarlo Corsetti, Romain Lafarguette, Arnaud Mehl

Year of publication:	July 15, 2019
Authors:	Corsetti, Giancarlo ; Lafarguette, Romain ; Mehl, Arnaud
Publisher:	London : CFM, Centre for Macroeconomics
Subject:	High-Frequency Quoting \| Asset Pricing \| Macroeconomic News \| Market Efficiency \| Random Walk \| Quality of Trade Execution \| Effizienzmarkthypothese \| Efficient market hypothesis \| Devisenmarkt \| Foreign exchange market \| Schätzung \| Estimation \| Wechselkurs \| Exchange rate \| Börsenkurs \| Share price \| Random walk \| Ankündigungseffekt \| Announcement effect \| Elektronisches Handelssystem \| Electronic trading \| Entropie \| Entropy \| Theorie \| Theory

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