Controlling risk in a lightning-speed trading environment
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- Dorothea Schäfer & Marlene Karl, 2012. "Finanztransaktionssteuer: ökonomische und fiskalische Effekte der Einführung einer Finanztransaktionssteuer für Deutschland; Forschungsprojekt im Auftrag der SPD-Fraktion im Bundestag," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 64, number pbk64.
- Chakrabarty, Bidisha & Moulton, Pamela C. & Wang, Xu (Frank), 2022. "Attention: How high-frequency trading improves price efficiency following earnings announcements," Journal of Financial Markets, Elsevier, vol. 57(C).
- Ferdinand Fichtner & Kerstin Bernoth & Franziska Bremus & Karl Brenke & Christian Dreger & Burcu Erdogan & Hendrik Hagedorn & Vladimir Kuzin & Katharina Moll & Maximilian Podstawski & Jasper Scheppe &, 2010. "Sommergrundlinien 2010," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 77(26), pages 2-28.
- Dorothea Schäfer, 2012. "Financial Transaction Tax Contributes to More Sustainability in Financial Markets," Discussion Papers of DIW Berlin 1198, DIW Berlin, German Institute for Economic Research.
- Hsieh Fushing & Shu-Chun Chen & Chii-Ruey Hwang, 2014. "Single Stock Dynamics on High-Frequency Data: From a Compressed Coding Perspective," PLOS ONE, Public Library of Science, vol. 9(2), pages 1-12, February.
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Electronic trading of securities; Stock exchanges;Statistics
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