Investment in high-frequency trading technology: A real options approach-Reference-Cited by-同舟云学术

Investment in high-frequency trading technology: A real options approach

Published:2018-10 Issue:1 Volume:270 Page:375-385
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Delaney Laura^ORCID

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference23 articles.

1. Optimal exercise of jointly held real options: A Nash bargaining approach with value diversion;Banerjee;European Journal of Operational Research,2014

2. Baron, M., Brogaard, J., Hagströmer, B., & Kirilenko, A. (2016). Risk and return in high frequency trading. Available at SSRN: http://www.ssrn.com/abstract_id=1859265.

3. Real options and American derivatives: The double continuation region;Battauz;Management Science,2015

4. Equilibrium fast trading;Biais;Journal of Financial Economics,2015

5. High frequency trading and price discovery;Brogaard;Review of Financial Studies,2014

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4. Individual antecedents of real options appraisal: The role of national culture and ambiguity;European Journal of Operational Research;2020-11

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