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The Handbook of High Frequency Trading
Latest Publications
TOTAL DOCUMENTS
32
(FIVE YEARS 0)
H-INDEX
3
(FIVE YEARS 0)
Published By Elsevier
9780128022054
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Latest Documents
Most Cited Documents
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Index
The Handbook of High Frequency Trading
◽
10.1016/b978-0-12-802205-4.18001-7
◽
2015
◽
pp. 447-454
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Editor Biography
The Handbook of High Frequency Trading
◽
10.1016/b978-0-12-802205-4.11001-2
◽
2015
◽
pp. xxix
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High-Frequency Technical Trading
The Handbook of High Frequency Trading
◽
10.1016/b978-0-12-802205-4.00020-8
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2015
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pp. 347-357
Author(s):
Camillo Lento
◽
Nikola Gradojevic
Keyword(s):
High Frequency
◽
Technical Trading
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Data Characteristics for High-Frequency Trading Systems
The Handbook of High Frequency Trading
◽
10.1016/b978-0-12-802205-4.00003-8
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2015
◽
pp. 47-57
Author(s):
Bruce Vanstone
◽
Tobias Hahn
Keyword(s):
High Frequency
◽
High Frequency Trading
◽
Trading Systems
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Measuring the Leverage Effect in a High-Frequency Trading Framework
The Handbook of High Frequency Trading
◽
10.1016/b978-0-12-802205-4.00024-5
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2015
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pp. 425-446
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Cited By ~ 5
Author(s):
Imma Valentina Curato
◽
Simona Sanfelici
Keyword(s):
High Frequency
◽
High Frequency Trading
◽
Leverage Effect
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Liquidity
The Handbook of High Frequency Trading
◽
10.1016/b978-0-12-802205-4.00012-9
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2015
◽
pp. 197-214
Author(s):
Richard G. Anderson
◽
Jane M. Binner
◽
Björn Hagströmer
◽
Birger Nilsson
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Revisioning Revisionism
The Handbook of High Frequency Trading
◽
10.1016/b978-0-12-802205-4.00008-7
◽
2015
◽
pp. 123-153
◽
Cited By ~ 1
Author(s):
Jeffrey G. MacIntosh
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We Missed It Again! Why Do So Many Market Orders in High-Frequency FX Trading Fail to be Executed?
The Handbook of High Frequency Trading
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10.1016/b978-0-12-802205-4.00013-0
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2015
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pp. 215-235
Author(s):
Masayuki Susai
◽
Yushi Yoshida
Keyword(s):
High Frequency
◽
Market Orders
◽
Fx Trading
◽
Do So
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Game Theoretical Aspects of Colocation in High-Speed Financial Markets
The Handbook of High Frequency Trading
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10.1016/b978-0-12-802205-4.00005-1
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2015
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pp. 75-94
Author(s):
Camillo von Müller
Keyword(s):
Financial Markets
◽
High Speed
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High-Frequency News Flow and States of Asset Volatility
The Handbook of High Frequency Trading
◽
10.1016/b978-0-12-802205-4.00021-x
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2015
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pp. 359-383
Author(s):
Kin-Yip Ho
◽
Yanlin Shi
◽
Zhaoyong Zhang
Keyword(s):
High Frequency
◽
Asset Volatility
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