Does trade clustering reduce trading costs? Evidence from periodicity in algorithmic trading-Reference-Cited by-同舟云学术

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Does trade clustering reduce trading costs? Evidence from periodicity in algorithmic trading

Published:2022-06-13 Issue:4 Volume:51 Page:1201-1229
ISSN:0046-3892
Container-title:Financial Management
language:en
Short-container-title:Financial Management

Author:

Muravyev Dmitriy¹,Picard Joerg²

Affiliation:

1. Department of Finance Michigan State University East Lansing Michigan USA

2. Department of Finance Grand Valley State University Allendale Michigan USA

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/fima.12405

Reference26 articles.

1. A Theory of Intraday Patterns: Volume and Price Variability

2. Long-lived information and intraday patterns

3. The Behavior of Individual Investors

4. Chapter 18 A survey of behavioral finance

5. Bid-Ask Spreads

Cited by 4 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. Technology and automation in financial trading: A bibliometric review;Research in International Business and Finance;2024-08

2. TECHNOLOGY AND AUTOMATION IN FINANCIAL TRADING: A BIBLIOMETRIC REVIEW;2024

3. Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components;Chaos: An Interdisciplinary Journal of Nonlinear Science;2023-08-01

4. Trade-time clustering;Review of Quantitative Finance and Accounting;2023-01-20

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