Need for Speed: An Empirical Analysis of Hard and Soft Information in a High Frequency World

2012 ◽  
Author(s):  
S. Sarah Zhang
Keyword(s):  
Empirical Analysis ◽  
High Frequency ◽  
Soft Information

scholarly journals On Assemblages and Things: Fluidity, Stability, Causation Stories, and Formation Stories

2019 ◽  
Vol 37 (4) ◽  
pp. 401-424
Author(s):  
Timothy Rutzou ◽  
Dave Elder-Vass
Keyword(s):  
Recent Work ◽  
Empirical Analysis ◽  
High Frequency ◽  
Critical Realism ◽  
Social Ontology ◽  
High Frequency Trading ◽  
Social Phenomena ◽  
Assemblage Theory ◽  
New Synthesis ◽  
Trading Firm

This article conducts a dialogue and creates a new synthesis between two of the most influential ontological discourses in the field of sociology: assemblage theory and critical realism. The former proposes a focus on difference, fluidity, and process, the latter a focus on stability and structure. Drawing on and assessing the work of Deleuze, DeLanda, and Bhaskar, we argue that social ontology must overcome the tendency to bifurcate between these two poles and instead develop an ontology more suited to explaining complex social phenomena by accommodating elements of both traditions. Going beyond DeLanda’s recent work, we argue that a concept of causal types must be used alongside a typology of structures to give us an ontology that can sustain sociology’s need for both formation stories and causation stories. We illustrate the necessity and value of our proposed synthesis by discussing MacKenzie’s recent empirical analysis of a high-frequency trading firm.

Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data

2013 ◽  
Vol 17 (2) ◽  
Author(s):  
Alexander Beck ◽  
Young Shin Aaron Kim ◽  
Svetlozar Rachev ◽  
Michael Feindt ◽  
Frank Fabozzi
Keyword(s):  
Empirical Analysis ◽  
High Frequency ◽  
Risk Estimation ◽  
Market Risk ◽  
Garch Models
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