Understanding the Stakes of High-Frequency Trading

被引：4
作者：
Abergel, Frederic [1 ,2 ]
Lehalle, Charles-Albert [3 ]
Rosenbaum, Mathieu [4 ,5 ]
机构：
[1] Ecole Cent Paris, Paris, France
[2] Lab Math Appl Syst, Paris, France
[3] Capital Fund Management, Paris, France
[4] Univ Paris 06, Math, Paris, France
[5] Ecole Polytech, Paris, France
来源：
JOURNAL OF TRADING | 2014年 / 9卷 / 04期
关键词：
D O I：
10.3905/jot.2014.9.4.049
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：49 / 73
页数：25
相关论文
共 47 条
[21]   The diversity of high-frequency traders [J].
Hagstromer, Bjorn ;
Norden, Lars .
JOURNAL OF FINANCIAL MARKETS, 2013, 16 (04) :741-770
[22]  
Harris Lawrence E., 1997, UNPUB
[23]  
Hasbrouck J, 2012, MARKET MICROSTRUCTUR
[24]  
Houstoun K, 2012, TECHNICAL REPORT
[25]  
Kearns Michael, 2010, EMPIRICAL LIMITATION
[26]  
Kirilenko A. A., 2010, SOCIAL SCI RES NETWO
[27]  
Lehalle C.- A, 2012, DARK INVESTIGATOR CL
[28]  
Lehalle C.-A., 2010, ECONOPHYSICS ORDER D
[29]  
Lehalle C.-A, 2010, MARKET MICROSTRUCTUR
[30]  
Lehalle C.-A, 2012, GLOBAL MENU OPTIMAL
12345