Details

Title

Connectivity Solutions in Automated Trading

Journal title

International Journal of Electronics and Telecommunications

Yearbook

2015

Numer

No 4

Publication authors

Divisions of PAS

Nauki Techniczne

Publisher

Polish Academy of Sciences Committee of Electronics and Telecommunications

Date

2015[2015.01.01 AD - 2015.12.31 AD]

Identifier

ISSN 2081-8491 (until 2012) ; eISSN 2300-1933 (since 2013)

References

Grossman (1984), On the Impossibility of Informationally Efficient Markets vol pp, American Economic Review, 70, 393. ; November (2013), Menkveld High frequency trading and the new market makers of Markets vol no pp, Journal Financial, 16, 712. ; Barber (2001), The Internet and the Investor The of vol no pp, Journal Economic Perspectives, 15, 41, doi.org/10.1257/jep.15.1.41 ; Jackson (2008), Comparing Capitalisms : Understanding Institutional Diversity and Its Implications for International Business of vol pp, Journal International Business Studies, 39, 540, doi.org/10.1057/palgrave.jibs.8400375 ; Hasbrouck (2013), Low - Latency Trading of Markets vol no pp, Journal Financial, 16, 646. ; Ho (2009), On the interplay between Shannon s information measures and reliability criteria International Symposium on Information Theory - ISIT, IEEE, 28, 3, doi.org/10.1109/ISIT.2009.5205836 ; Blume (1994), Market Statistics and Technical Analysis : The Role of Volume The of vol no pp, Journal Finance, 49, 153, doi.org/10.1111/j.1540-6261.1994.tb04424.x ; Foucault (2005), Limit Order Book as a Market for Liquidity The Review of vol no pp, Financial Studies, 18, 1171, doi.org/10.1093/rfs/hhi029 ; Amihud (1988), Liquidity and Asset Prices : Financial Management Implications Financial vol no pp Spring, Management, 17, 1. ; Aitken (2014), Trade size high - frequency trading and colocation around the world The of no, European Journal Finance, 12, doi.org/10.1080/1351847X.2014.917119 ; Lo (2000), Foundations of Technical Analysis : Computational Algorithms Statistical Inference and Empirical Implementation The of vol no pp, Journal Finance, 55, 1705, doi.org/10.1111/0022-1082.00265 ; Lewellen (1977), Patterns of Investment Strategy and Behavior Among Individual Investors The of vol no pp, Journal Business, 50, 296, doi.org/10.1086/295947 ; Varshney (2012), An Information - Theoretic Characterization of Channels That Die IEEE Transactions on vol no pp, Information Theory, 58, 5711, doi.org/10.1109/TIT.2012.2199078 ; Khan (2013), Do Short Sellers Front - Run Insider Sales ? The vol no pp, Accounting Review, 88, 1743, doi.org/10.2308/accr-50485 ; Foucault (2003), Market making with costly monitoring : an analysis of the SOES controversy Review of no pp, Financial Studies, 16, 345, doi.org/10.1093/rfs/hhg005 ; Chordia (2001), Market Liquidity and Trading Activity The of vol no pp April, Journal Finance, 56, 501, doi.org/10.1111/0022-1082.00335

DOI

10.2478/eletel-2015-0053

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