HFT Response to News and Volatility
F. Rosier, Kara
- 出版商: Kara F. Rosier
- 出版日期: 2023-04-25
- 售價: $1,140
- 貴賓價: 9.5 折 $1,083
- 語言: 英文
- 頁數: 92
- 裝訂: Quality Paper - also called trade paper
- ISBN: 1048029433
- ISBN-13: 9781048029437
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相關分類:
Fintech
海外代購書籍(需單獨結帳)
商品描述
The emergence of high-frequency traders (hereafter, HFTs), that is, investors using computers to trade securities over extremely short time intervals, is a major change in the securities markets over the last decade. Nowadays, HFTs are one of the major players in the U.S. stock markets, accounting for more than 40% of NASDAQ dollar volume in 2009 (Hirschey (2014)). This situation has provoked heated debate about how to correctly define the role of HFTs in the equities markets, as well as about their overall contribution to the market quality.
