Trading day

Results: 1059



#Item
31Stock market / Financial markets / Day trading / Market microstructure / New York Stock Exchange

Journal of Financial Econometrics, 2005, Vol. 3, No. 4, 500–524 Inferring Information Frequency and Quality John Owens Victoria University of Wellington Douglas G. Steigerwald

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Source URL: econ.ucsb.edu

Language: English - Date: 2011-06-16 18:30:00
32Mathematical finance / Futures contract / Volatility / E-mini / Realized variance / Day trading / Commodity tick / VIX / Variance swap

How crashes develop: intradaily volatility and crash evolution David S. Bates University of Iowa and the National Bureau of Economic Research May 28, 2015

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2015-05-28 08:34:28
33Financial markets / Mathematical finance / Stock market / Market liquidity / Liquidity risk / High-frequency trading / Liquidity premium / Volatility / Financial risk / Day trading / Statistical arbitrage / Liquidity crisis

Financial Market Liquidity: Who Is Acting Strategically? ∗ Serge Darolles† Gaëlle Le Fol∗

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 00:05:43
34Nordea / Financial regulation / Commission de Surveillance du Secteur Financier / Day trading

Active Trading Team Nordea Active Trading is the service for investors who trade frequently. In addition to being an efficient execution service, the team of trading partners offers you the analysis and trading ideas of

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Source URL: www.nordeaprivatebanking.com

Language: English - Date: 2016-05-30 04:51:48
35Financial markets / Stock market / High-frequency trading / Order / Arbitrage / Option / Futures contract / Algorithmic trading / Day trading

An Agent-Based Model of Competition Between Financial Exchanges: Can Frequent Call Mechanisms Drive Trade Away from CDAs? Zhuoshu Li Sanmay Das

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Source URL: trust.sce.ntu.edu.sg

Language: English - Date: 2016-04-01 09:43:20
36Financial markets / Stock market / New York Stock Exchange / Day trading / Futures contract / Arbitrage / American depositary receipt / Trading room / Algorithmic trading / Flash Crash

In Search of International Integration: An Examination of Intraday North American Trading of Canadian Dually Listed Stocks Aditya Kaul† Faculty of Business

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2009-01-27 08:16:52
37Financial markets / Stock market / Order / Day trading / Comma-separated values

LOBSTER | academic data. – Product Information

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Source URL: lobsterdata.com

Language: English - Date: 2015-05-03 12:42:20
38Financial markets / Stock market / NASDAQ / Volume-weighted average price / Order / S&P 500 Index / New York Stock Exchange / Auction / Algorithmic trading / Exchange-traded fund

Trading the Close For many stocks, the end of the trading day tends to be the most active period for executed volume. Over the last five years, the closing auction alone has increased 200% in some cases. This growth has

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Source URL: www.bofaml.com

Language: English - Date: 2016-05-23 12:24:27
39Financial markets / Algorithmic trading / Trader / Trading strategy / Day trading

Social networking and information diffusion in automated markets Martin Chapman1 , Gareth Tyson1 , Katie Atkinson2 , Michael Luck1 , and Peter McBurney1 1

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Source URL: www.eecs.qmul.ac.uk

Language: English - Date: 2012-05-30 06:43:40
40Financial markets / Stock market / Day trading / Noise / Financial transaction tax / Market microstructure / Day trader / Bidask spread / Technical analysis / Tobin tax / Speculation / Efficient-market hypothesis

The role of “noise” in financial markets has been the subject of much research

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Source URL: forum.johnson.cornell.edu

Language: English - Date: 2007-05-22 10:31:34
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