Abstract: Trading Activity 1. High-Frequency Activity on NASDAQ 2. Profitability as a Function of the Holding Period with Implications for High Frequency Trading 3. Data Characteristics for High-Frequency Trading Systems 4. The Relavance of Heteroskedasticity and Structural Breaks when Testing for a Random Walk with High Frequency Financial Data: Evidence from ASEN Stock Markets 5. The Closer the Better? High Frequency Trading and Limitations to Arbitrage Opportunities in Spatially Segmented Markets 6. EU High Frequency Trading Regulation: Mandatory Disclosure and New Investors Evolution and the Future 7. High Frequency Trading: Implications for Market Efficiency and Fairness 8. Revisioning Revisionism: A Glance at HFT's Critics 9. High Frequency Trading: Evolution and Future 10. High Frequency Trading and Predatory Behavior in the Australian Equity Markets 11. Global Stock Exchanges in the High Frequency Trading Vortex Liquidity and Execution 12. Measuring Equity Market Liquidity with High Frequency Trading Data 13. We Missed It Again! Why So Many Market Orders in the High Frequency FX Trading Fail to be Executed 14. On The Sharpe Ratio for High Frequency Traders Impact of News Releases 15. Do High Frequency Traders Care About Earnings Announcements? An Analysis of Trading Activity Before, During, and After Regular Trading Hours 16. Why Accountants Should Care About High Frequency Trading 17. High Frequency Trading under Information Regimes 18. Effects of Firm-Specific Public Announcements on Market Dynamics: Implications for High Frequency Traders 19. Machine News and Volatillity: The Dow Jones Industrial Average and the TRNA Real-Time High Frequency Sentiment Series Impact of Volatility 20. Technical Trading Strategies at High Frequency: Insights for Practitioners 21. High-Frequency News Flow and States of Asset Volatility 22. News Releases and Stock Market Volatility: Intraday Evidence from Borsa Istanbul 23. The Low Risk Anomaly Revisited on High Frequency Data 24. Measuring the Leverage Effect in a High Frequency Framework
Publication Year: 2015
Publication Date: 2015-01-01
Language: en
Type: book
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Cited By Count: 2
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