High frequency trading and end-of-day price dislocation-Reference-Cited by-同舟云学术

High frequency trading and end-of-day price dislocation

Published:2015-10 Issue: Volume:59 Page:330-349
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Aitken Michael,Cumming Douglas,Zhan Feng

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference60 articles.

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2. Aitken, M., Siow, A., 2003. Ranking equity markets on the basis of market efficiency and integrity. In: H. Skeete, Hewlett-Packard Handbook of World Stock, Derivative & Commodity Exchanges 2003. Dublin, pp. xliv-lv.

3. Trade size, high frequency trading, and colocation around the world;Aitken;European Journal of Finance,2014

4. Exchange trading rules, surveillance, and insider trading;Aitken;Journal of Corporate Finance,2015

5. Aldridge, I., 2009. High Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems. Wiley Trading, John Wiley & Sons.

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