Panagiotis Anagnostidis

Institut Europlace de Finance (IEF) and European Financial Data Institute (EUROFIDAI)

PhD Finance

Grenoble

France

SCHOLARLY PAPERS

2

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Liquidity commonality and high frequency trading: Evidence from the French stock market

International Review of Financial Analysis, 69, 101428
Posted: 14 Feb 2018 Last Revised: 03 Sep 2020
Panagiotis Anagnostidis and Patrice C. Fontaine
Institut Europlace de Finance (IEF) and European Financial Data Institute (EUROFIDAI) and Eurofidai (CNRS)

Abstract:

Loading...

High-Frequency Trading, Liquidity, Liquidity commonality, Euronext Paris

2.

Are High–Frequency Traders Informed?

Economic Modelling 93 (2020), 365-383
Posted: 12 Jan 2018 Last Revised: 30 Sep 2020
Panagiotis Anagnostidis, Patrice C. Fontaine and Christos Varsakelis
Institut Europlace de Finance (IEF) and European Financial Data Institute (EUROFIDAI), Eurofidai (CNRS) and Catholic University of Louvain (UCL)

Abstract:

Loading...

High Frequency Trading, Call Auction, Rational Expectations, Price Efficiency