High frequency traders and the price process (Q2190209)
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scientific article; zbMATH DE number 7213039
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | High frequency traders and the price process |
scientific article; zbMATH DE number 7213039 |
Statements
High frequency traders and the price process (English)
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18 June 2020
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high frequency trading
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liquidity
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market impact
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price process
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volatility
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jumps
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market microstructure noise
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0.7935672998428345
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0.789097785949707
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0.7844602465629578
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0.7764963507652283
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0.7708113193511963
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