The Handbook of High Frequency Trading
Latest Publications

TOTAL DOCUMENTS

32

(FIVE YEARS 0)

H-INDEX

3

(FIVE YEARS 0)

Published By Elsevier

9780128022054

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

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 ◽

2015 ◽

pp. 425-446 ◽

Cited By ~ 5

Author(s):

Imma Valentina Curato ◽

Simona Sanfelici

Keyword(s):

High Frequency ◽

High Frequency Trading ◽

Leverage Effect

Download Full-text

Liquidity

The Handbook of High Frequency Trading ◽

10.1016/b978-0-12-802205-4.00012-9 ◽

2015 ◽

pp. 197-214

Author(s):

Richard G. Anderson ◽

Jane M. Binner ◽

Björn Hagströmer ◽

Birger Nilsson

Download Full-text

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

Download Full-text

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 ◽

10.1016/b978-0-12-802205-4.00013-0 ◽

2015 ◽

pp. 215-235

Author(s):

Masayuki Susai ◽

Yushi Yoshida

Keyword(s):

High Frequency ◽

Market Orders ◽

Fx Trading ◽

Do So

Download Full-text

Index

The Handbook of High Frequency Trading ◽

10.1016/b978-0-12-802205-4.18001-7 ◽

2015 ◽

pp. 447-454

Download Full-text

Editor Biography

The Handbook of High Frequency Trading ◽

10.1016/b978-0-12-802205-4.11001-2 ◽

2015 ◽

pp. xxix

Download Full-text

High-Frequency Technical Trading

The Handbook of High Frequency Trading ◽

10.1016/b978-0-12-802205-4.00020-8 ◽

2015 ◽

pp. 347-357

Author(s):

Camillo Lento ◽

Nikola Gradojevic

Keyword(s):

High Frequency ◽

Technical Trading

Download Full-text

Data Characteristics for High-Frequency Trading Systems

The Handbook of High Frequency Trading ◽

10.1016/b978-0-12-802205-4.00003-8 ◽

2015 ◽

pp. 47-57

Author(s):

Bruce Vanstone ◽

Tobias Hahn

Keyword(s):

High Frequency ◽

High Frequency Trading ◽

Trading Systems

Download Full-text

Game Theoretical Aspects of Colocation in High-Speed Financial Markets

The Handbook of High Frequency Trading ◽

10.1016/b978-0-12-802205-4.00005-1 ◽

2015 ◽

pp. 75-94

Author(s):

Camillo von Müller

Keyword(s):

Financial Markets ◽

High Speed

Download Full-text

High-Frequency News Flow and States of Asset Volatility

The Handbook of High Frequency Trading ◽

10.1016/b978-0-12-802205-4.00021-x ◽

2015 ◽

pp. 359-383

Author(s):

Kin-Yip Ho ◽

Yanlin Shi ◽

Zhaoyong Zhang

Keyword(s):

High Frequency ◽

Asset Volatility

Download Full-text