High Frequency Trading and Limit Order Book Dynamics
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Published By Routledge

9781315737676

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How do individual investors trade?

High Frequency Trading and Limit Order Book Dynamics ◽

10.4324/9781315737676-16 ◽

2016 ◽

pp. 201-228

Keyword(s):

Individual Investors

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A simple two-component model for the distribution of intraday returns

High Frequency Trading and Limit Order Book Dynamics ◽

10.4324/9781315737676-10 ◽

2016 ◽

pp. 55-78

Keyword(s):

Component Model ◽

Two Component

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Price discovery in spot and futures markets: a reconsideration

High Frequency Trading and Limit Order Book Dynamics ◽

10.4324/9781315737676-18 ◽

2016 ◽

pp. 249-268

Keyword(s):

Futures Markets ◽

Price Discovery

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Introduction

High Frequency Trading and Limit Order Book Dynamics ◽

10.4324/9781315737676-7 ◽

2016 ◽

pp. 13-16

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High-frequency information content in end-user foreign exchange order fl ows

High Frequency Trading and Limit Order Book Dynamics ◽

10.4324/9781315737676-14 ◽

2016 ◽

pp. 145-164

Keyword(s):

Information Content ◽

Foreign Exchange ◽

High Frequency ◽

End User ◽

Frequency Information

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On the hidden side of liquidity

High Frequency Trading and Limit Order Book Dynamics ◽

10.4324/9781315737676-17 ◽

2016 ◽

pp. 229-248

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A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach

High Frequency Trading and Limit Order Book Dynamics ◽

10.4324/9781315737676-15 ◽

2016 ◽

pp. 165-200

Keyword(s):

Disposition Effect ◽

Trading Behavior

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Exchange rate determination and inter-market order fl ow effects

High Frequency Trading and Limit Order Book Dynamics ◽

10.4324/9781315737676-12 ◽

2016 ◽

pp. 103-120

Keyword(s):

Exchange Rate ◽

Exchange Rate Determination ◽

Market Order

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Liquidity determination in an order-driven market

High Frequency Trading and Limit Order Book Dynamics ◽

10.4324/9781315737676-11 ◽

2016 ◽

pp. 79-102

Keyword(s):

Order Driven Market

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Limit order books and trade informativeness

High Frequency Trading and Limit Order Book Dynamics ◽

10.4324/9781315737676-8 ◽

2016 ◽

pp. 17-40

Keyword(s):

Limit Order ◽

Order Books ◽

Limit Order Books

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High Frequency Trading and Limit Order Book DynamicsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Routledge

How do individual investors trade?

A simple two-component model for the distribution of intraday returns

Price discovery in spot and futures markets: a reconsideration

Introduction

High-frequency information content in end-user foreign exchange order fl ows

On the hidden side of liquidity

A detailed investigation of the disposition effect and individual trading behavior: a panel survival approach

Exchange rate determination and inter-market order fl ow effects

Liquidity determination in an order-driven market

Limit order books and trade informativeness

High Frequency Trading and Limit Order Book Dynamics
Latest Publications