High-Frequency Price Discovery of Gold

2017 ◽  
Author(s):  
Joerg Picard
Keyword(s):  
High Frequency ◽  
Price Discovery

The implications of high-frequency trading on market efficiency and price discovery

2014 ◽  
Vol 21 (16) ◽  
pp. 1148-1151 ◽  
Author(s):  
Viktor Manahov ◽  
Robert Hudson
Keyword(s):  
Market Efficiency ◽  
High Frequency ◽  
Price Discovery ◽  
High Frequency Trading

scholarly journals High frequency trading, price discovery and market efficiency in the FTSE100

2019 ◽  
Vol 181 ◽  
pp. 174-177 ◽  
Author(s):  
Vitor Leone ◽  
Frank Kwabi
Keyword(s):  
Market Efficiency ◽  
High Frequency ◽  
Price Discovery ◽  
High Frequency Trading

scholarly journals Financial crises, price discovery, and information transmission: a high-frequency perspective

2018 ◽  
Vol 32 (4) ◽  
pp. 333-365 ◽  
Author(s):  
Roland Füss ◽  
Ferdinand Mager ◽  
Michael Stein ◽  
Lu Zhao
Keyword(s):  
Information Transmission ◽  
High Frequency ◽  
Financial Crises ◽  
Price Discovery

High‐Frequency Price Discovery and Price Efficiency on Interest Rate Futures

2019 ◽  
Vol 39 (11) ◽  
pp. 1394-1434
Author(s):  
Jing Nie
Keyword(s):  
Interest Rate ◽  
High Frequency ◽  
Price Discovery ◽  
Price Efficiency ◽  
Interest Rate Futures

scholarly journals High Frequency Trading and Price Discovery

2012 ◽  
Author(s):  
Terrence Hendershott ◽  
Ryan Riordan
Keyword(s):  
High Frequency ◽  
Price Discovery ◽  
High Frequency Trading

scholarly journals High Frequency Trading and Price Discovery

2013 ◽  
Author(s):  
Jonathan Brogaard ◽  
Terrence J. Hendershott ◽  
Ryan Riordan
Keyword(s):  
High Frequency ◽  
Price Discovery ◽  
High Frequency Trading
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