Narrow search
Showing 1 - 3 of 3
Cover Image
How does HFT activity impact market volatility and the bid-ask spread after an exogenous shock? : an empirical analysis on S&P 500 ETF
Bazzana, Flavio; Collini, Andrea - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012664057
Cover Image
Identification of high-frequency trading : a machine learning approach
Goudarzi, Mostafa; Bazzana, Flavio - In: Research in international business and finance 66 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014463132
Cover Image
Market making with inventory control and order book information
Donatoni, Enrico; Paterlini, Sandra; Bazzana, Flavio - In: Quantitative finance 22 (2022) 3, pp. 597-610
Persistent link: https://www.econbiz.de/10013167784