Are High-Frequency Traders Anticipating the Order Flow? Cross-Venue Evidence from the UK Market
Aquilina, Matteo, Ysusi, CarlaLanguage:
english
Journal:
Market Microstructure and Liquidity
DOI:
10.1142/S2382626617500058
Date:
May, 2017
File:
PDF, 966 KB
english, 2017