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Cumhur Ekinci and Oguz Ersan
Assuming that investors can be foreign or local, do high-frequency trading (HFT) or not, and submit orders through a bank-owned or non-bank-owned broker, we associated trades to various investors. Then, building a panel vector autoregressive model, we an...
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Francesco Rundo
High-frequency trading is a method of intervention on the financial markets that uses sophisticated software tools, and sometimes also hardware, with which to implement high-frequency negotiations, guided by mathematical algorithms, that act on markets f...
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