Speed, algorithmic trading, and market quality around macroeconomic news announcements
Scholtus, Martin, van Dijk, Dick, Frijns, BartVolume:
38
Language:
english
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2013.09.016
Date:
January, 2014
File:
PDF, 1.25 MB
english, 2014