Screen LibraryThe handbook of high frequency trading /
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| Group Author: | |
|---|---|
| Published: |
ELSEVIER,
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| Publisher Address: | London : |
| Publication Dates: | [2015] |
| Literature type: | Book |
| Language: | English |
| Subjects: | |
| Carrier Form: | xxxix, 454 pages : illustrations ; 25 cm |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: |
9780128022054 (hardcover) : 0128022051 (hardcover) |
| CLC: | F830.59-62 |
| Call Number: | F830.59-62/H236-2 |
| Contents: | High-frequency activity on NASDAQ / Martin Scholtus and Dick van Dijk -- The profitability of high-frequency trading : is it for real? / Imad Moosa and Vikash Ramiah -- Data characteristics for high-frequency trading systems / Bruce Vanstone and Tobias Hahn -- The relevance of heteroskedasticity and structural breaks when testing for a random walk with high-frequency financial data : evidence from ASEAN stock markets / Hooi Hooi Lean, Vinod Mishra, and Russell Smyth -- Game theoretical aspects of colocation in high-speed financial markets / Camillo von Mu |