Effects of High Frequency Trading on the Malaysian Stock Market
Author:
Affiliation:
1. UCSI University, Jalan Menara Gading, Cheras, Kuala Lumpur, Malaysia
Publisher
ACM Press
Reference27 articles.
1. Schwartz, R. A. (Ed.)., The electronic call auction: Market mechanism and trading: Building a better stock market, Springer Science & Business Media, vol. 7, 2012
2. O'Hara, M., High frequency market microstructure. Journal of Financial Economics, 116(2), 257--270, 2015.
3. Aldridge, I., High-frequency trading: a practical guide to algorithmic strategies and trading systems, John Wiley & Sons, vol. 604, 2013.
4. Lockwood, J. W., Gupte, A., Mehta, N., Blott, M., English, T., and Vissers, K., A low-latency library in FPGA hardware for high-frequency trading (HFT). In 2012 IEEE 20th annual symposium on high-performance interconnects, IEEE, pp. 9--16, Aug, 2012.
5. Cartea, A., Jaimungal, S., and Ricci, J., Buy low, sell high: A high frequency trading perspective. SIAM Journal on Financial Mathematics, 5(1), 415--444, 2014.
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