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HFT Response to News and Volatility

HFT Response to News and Volatility

Paperback (25 Apr 2023)

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Publisher's Synopsis

The emergence of high-frequency traders (hereafter, HFTs), that is, investors using computers to trade securities over extremely short time intervals, is a major change in the securities markets over the last decade. Nowadays, HFTs are one of the major players in the U.S. stock markets, accounting for more than 40% of NASDAQ dollar volume in 2009 (Hirschey (2014)). This situation has provoked heated debate about how to correctly define the role of HFTs in the equities markets, as well as about their overall contribution to the market quality.



Book information

ISBN: 9781048029437
Publisher: Kara F. Rosier
Imprint: Kara F. Rosier
Pub date:
Language: English
Number of pages: 92
Weight: 136g
Height: 229mm
Width: 152mm
Spine width: 5mm