Work

High frequency trading and comovement in financial markets

Year: 2019

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2018.02.015

Authors: Laura Malceniece, Kārlis Malcenieks, Tālis J. Putniņš

Institutions: Stockholm School of Economics in Riga, University of Technology Sydney

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2932643517

FWCI: 13.03

Cites: 68

Cited by: 115

Related to: 10