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High frequency trading and comovement in financial markets

2019116 citationsJournal Articlegreen Open Access

Authors

Laura Malceniece · Stockholm School of Economics in Riga

Kārlis Malcenieks · Stockholm School of Economics in Riga

Tālis J. Putniņš · Stockholm School of Economics in Riga

Topics & Keywords

Financial Markets and Investment Strategies Corporate Finance and Governance Complex Systems and Time Series Analysis

UN Sustainable Development Goals

Partnerships for the goals

Publication Details

Published in: Journal of Financial Economics

Volume 134, Issue 2, pp. 381-399

DOI: 10.1016/j.jfineco.2018.02.015

Field-Weighted Citation Impact: 14.60

High frequency trading and comovement in financial markets | Researchclopedia