Information or noise : what does algorithmic trading incorporate into the stock prices?
Hao Zhou, Robert J. Elliott, Petko S. Kalev
| Year of publication: |
2019
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|---|---|
| Authors: | Zhou, Hao ; Elliott, Robert J. ; Kalev, Petko S. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 63.2019, p. 27-39
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| Subject: | Algorithmic trading | Order flows | Price discovery | Pricing errors | Börsenkurs | Share price | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Theorie | Theory | Algorithmus | Algorithm | Noise Trading | Noise trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2019.02.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012207365