Work

Liquidity commonality and high frequency trading: Evidence from the French stock market

Year: 2019

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2019.101428

Authors: Panagiotis Anagnostidis, Patrice Fontaine

Institutions: Institut Européen de données financières, Centre National de la Recherche Scientifique, Pôle Léonard de Vinci

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder: Agence Nationale de la Recherche

Award: Digging into High Frequency Data: Present and Future Risks and Opportunities

OpenAlex ID: W2992220753

FWCI: 3.333

Cites: 82

Cited by: 21

Related to: 10