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54 pages • missing pub info (editions)
ISBN/UID: 9781288719815
Format: Paperback
Language: English
Publisher: Bibliogov
Publication date: 06 February 2013
Description
We study the impact that algorithmic trading, computers directly interfacing at high frequency with trading platforms, has had on price discovery and volatility in the foreign exchange market. Our dataset represents a majority of global interdeale...
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54 pages • missing pub info (editions)
ISBN/UID: 9781288719815
Format: Paperback
Language: English
Publisher: Bibliogov
Publication date: 06 February 2013
Description
We study the impact that algorithmic trading, computers directly interfacing at high frequency with trading platforms, has had on price discovery and volatility in the foreign exchange market. Our dataset represents a majority of global interdeale...