Jinhua Wang

University of Cambridge - Finance

Cambridge Judge Business School

Trumpington Street

Cambridge

United Kingdom

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Scholarly Papers (1)

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:

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