High-frequency trading patterns around short-term volatility spikes
Todd G. Griffith, Bonnie F. Van Ness, and Robert A. Van Ness
| Year of publication: |
2017
|
|---|---|
| Authors: | Griffith, Todd G. ; Van Ness, Bonnie F. ; Van Ness, Robert A. |
| Published in: |
The journal of trading. - New York, NY : Institutional Investor, ISSN 1559-3967, ZDB-ID 2238380-3. - Vol. 12.2017, 3, p. 48-68
|
| Subject: | Volatilität | Volatility | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011699679