High frequency trading and comovement in financial markets
Year of publication: |
2019
|
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Authors: | Malceniece, Laura ; Malcenieks, Kārlis ; Putniņš, Tālis J. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 134.2019, 2, p. 381-399
|
Subject: | Commonality | Comovement | HFT | High frequency trading | Liquidity | Elektronisches Handelssystem | Electronic trading | Finanzmarkt | Financial market | Börsenkurs | Share price | Marktliquidität | Market liquidity | Liquidität | Volatilität | Volatility |
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