Christos Varsakelis

Catholic University of Louvain (UCL)

Place Montesquieu, 3

Louvain-la-Neuve, 1348

Belgium

  • Catholic University of Louvain (UCL)

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Are High–Frequency Traders Informed?

Economic Modelling 93 (2020), 365-383
Posted: 12 Jan 2018 Last Revised: 30 Sep 2020
Panagiotis Anagnostidis, Patrice C. Fontaine and Christos Varsakelis
Institut Europlace de Finance (IEF) and European Financial Data Institute (EUROFIDAI), Eurofidai (CNRS) and Catholic University of Louvain (UCL)

Abstract:

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High Frequency Trading, Call Auction, Rational Expectations, Price Efficiency