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High-frequency trading : new realities for traders, markets and regulators
0 references·5 citing·18 second hop
High-frequency trading : new realities for traders, markets and regulators (2013)High-frequency trading : new realities fo…High‐frequency trading: Definition, implications, and controversies (2021)High‐frequency trading: Defin…High-frequency trader subjectivity: emotional attachment and discipline in an era of algorithms: Table 1. (2016)High-frequency trader subject…All That Glitters Is Not Gold: Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms (2016)All That Glitters Is Not Gold…Sparse Coding-Inspired Optimal Trading System for HFT Industry (2015)Sparse Coding-Inspired Optima…High-Frequency Trading and Its Impact on Markets (2014)High-Frequency Trading and It…Optimal execution of portfolio transactions (2001)Is Information Risk a Determinant of Asset Returns? (2002)Flow Toxicity and Liquidity in a High-frequency World (2012)An Entropy Approach to Measure the Dynamic Stock Market Efficiency (2022)The use of technical analysis in the foreign exchange market (1992)Learning to trade via direct reinforcement (2001)Does Algorithmic Trading Improve Liquidity? (2011)An Adaptive Financial Trading System Using Deep Reinforcement Learning With Candlestick Decomposing Features (2020)Discipline and Punish: The Birth of the Prison. (1978)The Foucault Effect: Studies in Governmentality (1991)Qualitative Interviewing: The Art of Hearing Data (1996)Mutual Fund Performance (1966)… and the Cross-Section of Expected Returns (2015)Does Academic Research Destroy Stock Return Predictability? (2015)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Continuous Auctions and Insider Trading (1985)Financial technology research: Past and future trajectories (2024)
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  • 2015Sparse Coding-Inspired Optimal Trading System for HFT Industry50 cited
  • 2021High‐frequency trading: Definition, implications, and controversies42 cited
  • 2014High-Frequency Trading and Its Impact on Markets38 cited
  • 2016All That Glitters Is Not Gold: Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms35 cited
  • 2016High-frequency trader subjectivity: emotional attachment and discipline in an era of algorithms: Table 1.27 cited

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