The information content of high-frequency traders aggressive orders: recent evidence (Q4957239)
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scientific article; zbMATH DE number 7390940
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| English | The information content of high-frequency traders aggressive orders: recent evidence |
scientific article; zbMATH DE number 7390940 |
Statements
The information content of high-frequency traders aggressive orders: recent evidence (English)
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3 September 2021
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high-frequency trading
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aggressive orders
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price impact
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price formation
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asymmetric information
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price profile
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mean reversion
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trend following
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market microstructure
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0.8453578
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0.8253127
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0.8224654
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0.8174279
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0.80715483
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