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

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",

address = "Netherlands",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}

TY - UNPB

T1 - Speed, algorithmic trading, and market quality around U.S. macroeconomic news announcements

AU - Scholtus, ML (Martin)

AU - van Dijk, Dick

AU - Frijns, B

PY - 2012

Y1 - 2012

M3 - Working paper

T3 - Discussion paper

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

PB - Tinbergen Institute

CY - Rotterdam

ER -