Martin L. Scholtus

Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute

PhD Student

P.O. Box 1738

3000 DR Rotterdam

Netherlands

Tinbergen Institute

PhD Student

P.O. Box 1738

3000 DR Rotterdam

Netherlands

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

High-Frequency Technical Trading: The Importance of Speed

Tinbergen Institute Discussion Paper 12-018/4
Number of pages: 63 Posted: 02 Mar 2012
Martin L. Scholtus and Dick J. C. van Dijk
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 1,031 (13,831)

Abstract:

technical trading, high-frequency trading, latency costs, trading speed, market activity

2.

Speed, Algorithmic Trading, and Market Quality Around Macroeconomic News Announcements

Tinbergen Institute Discussion Paper No. 12-121/III
Number of pages: 70 Posted: 14 Nov 2012
Martin L. Scholtus, Dick J. C. van Dijk and Bart Frijns
Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute, Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute and Auckland University of Technology - Faculty of Business & Law
Downloads 349 (60,942)

Abstract:

macroeconomic news, high frequency trading, latency costs, market activity, event-based trading