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High frequency trading and stock index returns: a nonlinear dynamic analysis - MaRDI portal

High frequency trading and stock index returns: a nonlinear dynamic analysis (Q2656795)

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High frequency trading and stock index returns: a nonlinear dynamic analysis
scientific article

    Statements

    title
    High frequency trading and stock index returns: a nonlinear dynamic analysis (English)
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    author
    Aydin A. Cecen
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    Linlan Xiao
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    Pawan Kumar Jain
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    publication date
    16 March 2021
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    zbMATH Keywords
    heavy-tails
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    high frequency trading
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    Markov property
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    multi scale entropy
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    Identifiers

    zbMATH DE Number
    7323663
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    OpenAlex ID
    W3124595533
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