Essays on High Frequency Trading
Essays on High Frequency Trading
About this item
Full title
Essays on High Frequency Trading
Author / Creator
Publisher
ProQuest Dissertations & Theses
Date
2012
Language
English
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Publication information
Publisher
ProQuest Dissertations & Theses
Subjects
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Scope and Contents
Contents
The first chapter examines the activity of high frequency traders (HFTrs) in the U.S. equities market. This paper analyzes four characteristics of how HFTrs engage with financial markets. The results are: (1) HFTrs are involved in almost 70% of dollar-volume. (2) Intraday HFT activity is driven by past stock returns, liquidity, and HFT activity, an...
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Full title
Essays on High Frequency Trading
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_proquest_journals_944324211
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_944324211
Other Identifiers
ISBN
9781267242303,1267242302
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