Michael Garcia

University of Wollongong

Northfields Avenue

Wollongong, New South Wales 2522

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

126

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

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 68 (449,645)
Citation 1

Abstract:

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Microstructure; Sydney Futures Exchange; Timezones; Information Announcements

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 58 (486,458)

Abstract:

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Price discovery; Futures; Swaps; High frequency trading