Speed, algorithmic trading, and market quality around U.S. macroeconomic news announcements

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

Research output: Working paper › Academic

Series	Discussion paper
Volume	12-121/3

Research programs

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title = "Speed, algorithmic trading, and market quality around U.S. macroeconomic news announcements",

author = "Scholtus, {ML (Martin)} and {van Dijk}, Dick and B Frijns",

year = "2012",

language = "English",

series = "Discussion paper",

publisher = "Tinbergen Institute",

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T3 - Discussion paper

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PB - Tinbergen Institute

CY - Rotterdam

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