Speed, algorithmic trading, and market quality around macroeconomic news announcements
Martin Scholtus; Dick van Dijk; Bart Frijns
| Year of publication: |
2014
|
|---|---|
| Authors: | Scholtus, Martin L. ; Dijk, Dick van ; Frijns, Bart |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 38.2014, p. 89-105
|
| Subject: | Macroeconomic news | High-frequency trading | Latency costs | Market activity | Event-based trading | Elektronisches Handelssystem | Electronic trading | Ankündigungseffekt | Announcement effect | Wertpapierhandel | Securities trading | Wirkungsanalyse | Impact assessment | Volatilität | Volatility | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| 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/10010340790