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.
OBNB doesn't sell books, but you may be able to find a copy at one of these websites:
The handbook of high frequency trading. ISBN 9780128023624. Published by Academic Press in 2015. Publication and catalogue information, links to buy online and reader comments.
