News Trading and Speed
Author:
Publisher
Elsevier BV
Reference37 articles.
1. A theory of intraday patterns: Volume and price variability;Anat Admati;Review of Financial Studies,1988
2. High Frequency Traders: Taking Advantage of Speed
3. Imperfect competition among informed traders;Kerry Back;Journal of Finance,2000
4. Long-lived information and intraday patterns;Kerry Back;Journal of Financial Markets,1998
5. The Trading Profits of High Frequency Traders
Cited by 20 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Computer-Based Trading, Institutional Investors and Treasury Bond Returns;SSRN Electronic Journal;2018
2. High-Frequency Trading in the U.S. Treasury Market Around Macroeconomic News Announcements;SSRN Electronic Journal;2018
3. How Does Algorithmic Trading Improve Market Quality?;SSRN Electronic Journal;2015
4. Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market;The Journal of Finance;2014-09-12
5. A dynamic limit order market with fast and slow traders;Journal of Financial Economics;2014-07
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