Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/jofi.12186/fullpdf
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4. Boehmer , Ekkehart Kingsley Y. L. Fong Juan Wu 2012 Algorithmic trading and changes in firms' equity capital
5. Brogaard , Jonathan A. Terrence Hendershott Ryan Riordan 2014 High frequency trading and price discovery, Review of Financial Studies , forthcoming
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