Search Results - subject:"algorithmic trading"

Spoofing and price manipulation in order-driven markets

Cartea, Álvaro; Jaimungal, Sebastian; Wang, Yixuan - In: Applied mathematical finance 27 (2020) 1/2, pp. 67-98

Persistent link: https://www.econbiz.de/10012254104

Do high-frequency traders improve your implementation shortfall?

Korajczyk, Robert A.; Murphy, Dermot - In: Journal of investment management : JOIM 18 (2020) 1, pp. 18-33

Persistent link: https://www.econbiz.de/10012254346

Order book dynamics of fine wine exchange

Czupryna, Marcin; Jakubczyk, Michał; Oleksy, Paweł - In: Journal of wine economics 15 (2020) 4, pp. 403-411

Persistent link: https://www.econbiz.de/10012404407

Algorithmic quoting, trading, and market quality in agricultural commodity futures markets

Hu, Zhepeng; Serra, Teresa; García, Philip - In: Applied economics 52 (2020) 58, pp. 6277-6291

Persistent link: https://www.econbiz.de/10012415989

Algo bots and the law : technology, automation, and the regulation of futures and other derivatives

Scopino, Gregory A. - 2020 - First edition

Introduction -- Key Concepts: Algorithms, Artificial Intelligence, and More -- Economic Definitions of Derivatives -- Legal and Regulatory Definitions of Derivatives and Other Financial Instruments -- FinTech : From Science Fiction to Non-Fiction -- The Regulatory Framework for the U.S....

Persistent link: https://www.econbiz.de/10012424646

Optimal trading with differing trade signals

Donnelly, Ryan; Lorig, Matthew - In: Applied mathematical finance 27 (2020) 4, pp. 317-344

Persistent link: https://www.econbiz.de/10012425325

Are high-frequency traders informed?

Anagnostidis, Panagiotis; Fontaine, Patrice; … - In: Economic modelling 93 (2020), pp. 365-383

Persistent link: https://www.econbiz.de/10012430169

High-frequency trading and institutional trading costs

Chen, Marie; Garriott, Corey - In: Journal of empirical finance 56 (2020), pp. 74-93

Persistent link: https://www.econbiz.de/10012430411

Does high-frequency trading reduce market underreaction to earnings news?

Ke, Yun; Zhang, Yanan - In: Finance research letters 34 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012436542

Does intraday time-series momentum exist in Chinese stock index futures market?

Li, Yi; Shen, Dehua; Wang, Pengfei; Zhang, Wei - In: Finance research letters 35 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012438384