Effects of Firm-Specific Public Announcements on Market Dynamics: Implications for High-Frequency Traders


AKYILDIRIM E., ALTAROVICI A., EKİNCİ C. E.

in: Handbook of High Frequency Trading, Greg Gregoriou, Editor, Academic Press (Elsevier), pp.305-326, 2015

  • Publication Type: Book Chapter / Chapter Research Book
  • Publication Date: 2015
  • Publisher: Academic Press (Elsevier)
  • Page Numbers: pp.305-326
  • Editors: Greg Gregoriou, Editor