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~isPartOf:"Bank i kredyt"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
~subject:"high-frequency trading"
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high-frequency trading
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Bank i kredyt
International journal of finance & economics : IJFE
Journal of financial and quantitative analysis : JFQA
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Deep order flow imbalance : extracting alpha at multiple horizons from the limit order book
Kolm, Petter N.
;
Turiel, Jeremy
;
Westray, Nicholas
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1044-1081
Persistent link: https://www.econbiz.de/10014370626
Saved in:
2
Risk and return in high-frequency trading
Baron, Matthew
;
Brogaard, Jonathan
;
Hagströmer, Björn
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
3
,
pp. 993-1024
Persistent link: https://www.econbiz.de/10012139381
Saved in:
3
High-frequency trading competition
Brogaard, Jonathan
;
Garriott, Corey
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1469-1497
Persistent link: https://www.econbiz.de/10012139910
Saved in:
4
Toxic liquidity : is it here to stay?
Martins, Carlos Jorge Lenczewski
- In:
Bank i kredyt
49
(
2018
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011896587
Saved in:
5
Can high-frequency trading strategies constantly beat the market?
Manahov, Viktor
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 167-191
Persistent link: https://www.econbiz.de/10011560189
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