HFT Response to News and Volatility

F. Rosier, Kara

Omschrijving

The emergence of high-frequency traders (hereafter, HFTs), that is, investors using computers to trade securities over extremely short time intervals, is a major change in the securities markets over the last decade. Nowadays, HFTs are one of the major players in the U.S. stock markets, accounting for more than 40% of NASDAQ dollar volume in 2009 (Hirschey (2014)). This situation has provoked heated debate about how to correctly define the role of HFTs in the equities markets,as well as about their overall contribution to the market quality.
Gratis verzending vanaf
€ 19,95 binnen Nederland
Schrijver
F. Rosier, Kara
Titel
HFT Response to News and Volatility
Uitgever
Kara F. Rosier
Jaar
2023
Taal
Engels
Pagina's
92
EAN
9781048029437
Bindwijze
Paperback

U ontvangt bij ons altijd de laatste druk!


Rubrieken

Boekstra