<--- Back to Details
First PageDocument Content
Financial markets / Finance / Money / Economy / Share trading / High-frequency trading / Market liquidity / Order
Date: 2018-08-16 22:14:26
Financial markets
Finance
Money
Economy
Share trading
High-frequency trading
Market liquidity
Order

High-Frequency Trading in the U.S. Treasury Market around Macroeconomic News Announcements George J. Jiang Washington State University Ingrid Lo

Add to Reading List

Source URL: www.hkimr.org

Download Document from Source Website

File Size: 11,47 KB

Share Document on Facebook

Similar Documents

HONG KONG INSTITUTE FOR MONETARY RESEARCH  HIGH-FREQUENCY TRADING IN THE U.S. TREASURY MARKET AROUND MACROECONOMIC NEWS ANNOUNCEMENTS George J. Jiang, Ingrid Lo and Giorgio Valente

HONG KONG INSTITUTE FOR MONETARY RESEARCH HIGH-FREQUENCY TRADING IN THE U.S. TREASURY MARKET AROUND MACROECONOMIC NEWS ANNOUNCEMENTS George J. Jiang, Ingrid Lo and Giorgio Valente

DocID: 1xVKI - View Document

High-Frequency Trading in the U.S. Treasury Market around Macroeconomic News Announcements George J. Jiang Washington State University  Ingrid Lo

High-Frequency Trading in the U.S. Treasury Market around Macroeconomic News Announcements George J. Jiang Washington State University Ingrid Lo

DocID: 1xVvN - View Document

The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response Eric Budish, Peter Cramton and John Shim Forthcoming,

The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response Eric Budish, Peter Cramton and John Shim Forthcoming,

DocID: 1v703 - View Document

Rock around the Clock: An Agent-Based Model of Lowand High-Frequency Trading Sandrine Jacob Leal∗ Mauro Napoletano†  Andrea Roventini‡

Rock around the Clock: An Agent-Based Model of Lowand High-Frequency Trading Sandrine Jacob Leal∗ Mauro Napoletano† Andrea Roventini‡

DocID: 1tZZ7 - View Document

42nd Annual Precise Time and Time Interval (PTTI) Meeting  UTC Time Transfer for High Frequency Trading Using IS-95 CDMA Base Station Transmissions and IEEE-1588 Precision Time Protocol Michael D. Korreng

42nd Annual Precise Time and Time Interval (PTTI) Meeting UTC Time Transfer for High Frequency Trading Using IS-95 CDMA Base Station Transmissions and IEEE-1588 Precision Time Protocol Michael D. Korreng

DocID: 1tZ8r - View Document