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Algorithmic and high frequency trading in Asia-Pacific, now and the future

  • Published:2019-02 Issue: Volume:53 Page:186-207
  • ISSN:0927-538X
  • Container-title:Pacific-Basin Finance Journal
  • language:en
  • Short-container-title:Pacific-Basin Finance Journal

Author:

Zhou Hao,Kalev Petko S.

Funder

Australian Research Council

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference185 articles.

1. The Causal Impact of Algorithmic Trading on Market Quality;Aggarwal,2017

2. High frequency trading and end-of-day price dislocation;Aitken;J. Bank. Financ.,2015

3. The impact of fragmentation, exchange fees and liquidity provision on market quality;Aitken;J. Empir. Financ.,2017

4. High Frequency Traders: Taking Advantage of Speed;Aït-Sahalia,2014

5. China suspends circuit breaker aimed at ending stock market turmoil;Allen,2017

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3. BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing;Research in International Business and Finance;2023-04

4. Stochastic volatility modeling of high-frequency CSI 300 index and dynamic jump prediction driven by machine learning;Electronic Research Archive;2023

5. Cryptocurrency trading: a comprehensive survey;Financial Innovation;2022-02-07
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