Kārlis Malcenieks

Stockholm School of Economics, Riga

Strelnieku iela 4a

Riga, LV 1010

Latvia

SCHOLARLY PAPERS

1

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43

Scholarly Papers (1)

1.

High Frequency Trading and Co-Movement in Financial Markets

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 50 Posted: 23 Aug 2016 Last Revised: 11 Feb 2019
Laura Malceniece, Kārlis Malcenieks and Tālis J. Putniņš
Stockholm School of Economics, Riga, Stockholm School of Economics, Riga and University of Technology Sydney (UTS)
Downloads 754 (73,396)
Citation 43

Abstract:

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high frequency trading, HFT, co-movement, commonality, synchronicity, liquidity