Speed, algorithmic trading, and market quality around macroeconomic news announcements

ML (Martin) Scholtus, Dick van Dijk, B Frijns

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageEnglish
Place of PublicationRotterdam
Number of pages17
EditionEI reprint serie EI-1610
Publication statusPublished - 2013

Publication series

SeriesEI reprint serie
VolumeEI-1610

Research programs

  • EUR ESE 31

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