High frequency trading in the Korean index futures market
Year of publication: |
2015
|
---|---|
Authors: | Lee, Eun Jung |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 1, p. 31-51
|
Subject: | KOSPI 200 index futures | Elektronisches Handelssystem | Electronic trading | Index-Futures | Index futures | Börsenkurs | Share price | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | Südkorea | South Korea |
-
High Frequency Trading in the Korean Index Futures Market
Lee, Eun Jung, (2016)
-
Joo, Sang Lyong, (2016)
-
Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai, (2022)
- More ...
-
High Frequency Trading in the Korean Index Futures Market
Lee, Eun Jung, (2015)
-
Microstructure-based manipulation: Strategic behavior and performance of spoofing traders
Lee, Eun Jung, (2013)
-
Who Makes Markets? Liquidity Providers Versus Algorithmic Traders
Chae, Joon, (2013)
- More ...