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

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

Research output: Working paperAcademic

Original languageEnglish
Place of PublicationRotterdam
PublisherTinbergen Institute
Publication statusPublished - 2012

Publication series

SeriesDiscussion paper
Volume12-121/3

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