Rise of the machines : algorithmic trading in the foreign exchange market
Year of publication: |
2014
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Authors: | Chaboud, Alain P. ; Chiquoine, Benjamin ; Hjalmarsson, Erik ; Vega, Clara |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 69.2014, 5, p. 2045-2084
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Subject: | Algorithmic trading | Volatility | Liquidity provision | Private information | Elektronisches Handelssystem | Electronic trading | Algorithmus | Algorithm | Börsenkurs | Share price | Volatilität | Marktliquidität | Market liquidity | Asymmetrische Information | Asymmetric information | Kapitalmarktrendite | Capital market returns | Währungsspekulation | Currency speculation | Welt | World |
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