Jinhua Wang

University of Cambridge - Finance

Cambridge Judge Business School

Trumpington Street

Cambridge

United Kingdom

  • University of Cambridge - Finance

SCHOLARLY PAPERS

1

DOWNLOADS

147

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

Actions:
Email selected abstracts
1.

Did Trading Bots Resurrect the CAPM?

Number of pages: 76 Posted: 30 Jan 2020 Last Revised: 17 Apr 2020
Andreas Park and Jinhua Wang
University of Toronto - Finance Area and University of Cambridge - Finance
Downloads 147 (215,552)

Abstract:

Loading...

automated quoting, high-frequency trading, machine learning, market microstructure, systematic risk, causal random forests