Laura Malceniece

Stockholm School of Economics, Riga

Strelnieku iela 4a

Riga, LV 1010

Latvia

SCHOLARLY PAPERS

1

DOWNLOADS

290

CITATIONS

1

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 290 (103,162)
Citation 1

Abstract:

Loading...

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