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Stock market / Investment / Mathematical finance / Algorithmic trading / High-frequency trading / Tick size / Order / Direct market access / Market depth / Financial markets / Financial economics / Finance


High Frequency Trading around Stock Splits and Consolidations VITO MOLLICA SHUNQUAN ZHANG Macquarie Graduate School of Management Macquarie University North Ryde, N.S.W.,2109, Australia
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Document Date: 2014-08-08 02:38:20

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File Size: 304,30 KB

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Company

IRESS Australia / Thomson Reuters / High Frequency Trading / Sydney Morning Herald / Reuters / /

Continent

Europe / /

Country

United States / /

Currency

USD / /

Event

Bonus Shares Issuance / Natural Disaster / Company Stock Split / /

Facility

Securities Industry Research Centre / /

IndustryTerm

deletion-resubmission algorithm / real-time bid / conventional floor trading systems / mining / financial data network / faster internet access / /

Organization

Graduate School / ASIC / School of Management / Macquarie University / Securities Industry Research Centre of Asia Pacific / U.S. Securities and Exchange Commission / /

Person

VITO MOLLICA SHUNQUAN ZHANG / Vega / /

Position

general level / /

Technology

ASIC / deletion-resubmission algorithm / market protocols / /

URL

http /

SocialTag