Michael Garcia

University of Wollongong

Northfields Avenue

Wollongong, New South Wales 2522

Australia

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SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Impact of Algorithmic Trading on Speed of Adjustment to New Information: Evidence from Interest Rate Derivatives

Number of pages: 23 Posted: 11 Mar 2020

Z. Ivy Zhou, Michael Garcia and Alex Frino

University of Wollongong - School of Accounting, Economics & Finance, University of Wollongong and University of Wollongong

Downloads 110 (520,879)

Citation 3

Abstract:

2.

The Impact of HFT on the Speed of Adjustment to New Information: Evidence from Interest Rate Derivatives

2019 Financial Markets & Corporate Governance Conference

Number of pages: 23 Posted: 01 Feb 2019 Last Revised: 20 Feb 2020

Alex Frino, Michael Garcia and Z. Ivy Zhou

University of Wollongong, University of Wollongong and University of Wollongong - School of Accounting, Economics & Finance

Downloads 86 (613,664)

Abstract:

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