S. Sarah Zhang

University of Manchester - Alliance Manchester Business School

Lecturer (Assistant Professor)

Crawford House

Oxford Road

Manchester M13 9PL

United Kingdom

SCHOLARLY PAPERS

3

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CITATIONS
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Top 37,778

in Total Papers Citations

9

Scholarly Papers (3)

1.

Need for Speed: An Empirical Analysis of Hard and Soft Information in a High Frequency World

Number of pages: 38 Posted: 17 Oct 2012 Last Revised: 16 Aug 2017
S. Sarah Zhang
University of Manchester - Alliance Manchester Business School
Downloads 1,211 (15,971)
Citation 6

Abstract:

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high-frequency trading, algorithmic trading, information, news trading, price discovery

2.

Public Information Arrival: Price Discovery and Liquidity in Electronic Limit Order Markets

Journal of Banking and Finance, Forthcoming
Number of pages: 38 Posted: 04 Jun 2010 Last Revised: 12 Nov 2012
Smith School of Business, Karlsruhe Institute of Technology, Stuttgart Stock Exchange and University of Manchester - Alliance Manchester Business School
Downloads 631 (40,429)
Citation 26

Abstract:

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Information, Liquidity, Price Discovery, Firm Specific News, Limit Order Market, Information Arrival

3.

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 NoƩ 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
Downloads 178 (166,597)
Citation 1

Abstract:

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