Michael Noé

Eurex Frankfurt AG - Derivatives Market Design

Mergenthalerallee 61

Eschborn, 65760

Germany

Humboldt University of Berlin - School of Business and Economics

Spandauer Str. 1

Berlin, D-10099

Germany

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The Ambivalent Role of High-Frequency Trading in Turbulent Market Periods

CFS Working Paper, No. 580
Number of pages: 61 Posted: 23 Aug 2017 Last Revised: 28 Sep 2017
Nikolaus Hautsch, Michael Noé and S. Sarah Zhang
University of Vienna - Department of Statistics and Operations Research, Eurex Frankfurt AG - Derivatives Market Design and University of Manchester - Alliance Manchester Business School
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Abstract:

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High Frequency Trading, Market Making, News Releases, Futures Market, Brexit