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Rise of the Mechines: Alghoritmic Tradi8ng in the Foreign Exchange Market

Chaboud, Alain P. - ; Chiquoine, Benjamin. Hjalmarsson, Erik. Vega, Clara. - ;

We study the impact of algorithmic trading (AT) in the foreign exchange market using a long time series of hight-frequancy data that identify computer-generated trading activity. .Printed Journal


Ketersediaan

Call NumberLocationAvailable
JOF6905PSB lt.dasar - Pascasarjana1
Penerbit: The American Finance Asosiation
Edisi-
SubjekForeign exchange
impact alghoritmic
AT improvement
reduction in arbitrage
reduction the autocorrelation
degredation in market quality
ISBN/ISSN221082
Klasifikasi-
Deskripsi Fisik-
Info Detail Spesifik-
Other Version/RelatedTidak tersedia versi lain
Lampiran BerkasTidak Ada Data

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