Characteristics and Forecast of High-frequency Trading
Author:
Affiliation:
1. Graduate School of Systems and Information Engineering, University of Tsukuba
2. Graduate School of Business Science, University of Tsukuba
Publisher
Japanese Society for Artificial Intelligence
Subject
Artificial Intelligence,Software
Link
https://www.jstage.jst.go.jp/article/tjsai/37/5/37_37-5_B-M44/_pdf
Reference26 articles.
1. [Anagnostidis 20]Anagnostidis, P. and Fontaine, P.: Liquidity commonality and high frequency trading: Evidence from the French stock market, International Review of Financial Analysis, Vol. 69, p. 101428 (2020)
2. [Ang 07]Ang, A. and Bekaert, G.: Stock return predictability: Is it there?, The Review of Financial Studies, Vol. 20, No. 3, pp. 651–707 (2007)
3. [Aquilina 22]Aquilina, M., Budish, E., and O’neill, P.: Quantifying the high-frequency trading ”arms race”, The Quarterly Journal of Economics, Vol. 137, No. 1, pp. 493–564 (2022)
4. [Boutros 17]Boutros, A., Grady, B., Abbas, M., and Chow, P.: Build fast, trade fast: FPGA-based high-frequency trading using high-level synthesis, pp. 1–6 (2017)
5. [Brogaard 14]Brogaard, J., Hendershott, T., and Riordan, R.: Highfrequency trading and price discovery, The Review of Financial Studies, Vol. 27, No. 8, pp. 2267–2306 (2014)
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