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Wu Liang

China Investment Corporation (CIC)

New Poly Plaza, No.1

Chaoyangmen Beidajie

Beijing, Dongcheng 100010

China

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Scholarly Papers (1)

1.

High Frequency Trading and Fama's Theorem

Number of pages: 34 Posted: 12 Feb 2024
Xie Ping and Wu Liang
China Investment Corporation (CIC) and China Investment Corporation (CIC)
Downloads 164 (474,889)

Abstract:

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high frequency trading, Fama’s theorem, order anticipation, time, market crash