Judgment day: Algorithmic trading around the Swiss franc cap removal

Author:

Breedon Francis,Chen Louisa,Ranaldo Angelo,Vause Nicholas

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference99 articles.

1. Stressed, not frozen: the federal funds market in the financial crisis;Afonso;J. Financ.,2011

2. Trade size, high-frequency trading, and colocation around the world;Aitken;Eur. J. Financ.,2014

3. High-Frequency Traders: Taking Advantage of Speed, Unpublished Working Paper;Ait-Sahalia,2013

4. Should Exchanges Impose Market Maker Obligations?;Anand,2013

5. Identification in Structural VAR Models with Different Volatility Regimes;Bacchiocchi,2011

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1. Peg Abandonment and Cross-Currency Contagion;Management Science;2024-08

2. The Uncertain Exorbitant Privilege and Duty;SSRN Electronic Journal;2024

3. Literature Review on Algorithmic Trading in Financial Markets;2023 International Conference on Sustainable Islamic Business and Finance (SIBF);2023-09-24

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