Hao Zhou

University of South Australia

37-44 North Terrace, City West Campus

Adelaide, South Australia 5001

Australia

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Scholarly Papers (1)

1.

Algorithmic Trading in Turbulent Markets

Posted: 20 May 2019
University of South Australia, La Trobe Business School and University of South Australia - School of Commerce

Abstract:

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Algorithmic trading, Order imbalance, Turbulent markets, Volume-weighted average price, Price fluctuation