Revisiting noise—Fischer Black’s noise at the time of high-frequency trading
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DOI: 10.1057/s41283-024-00151-7
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More about this item
Keywords
Noise trading; High-frequency trading; Market efficiency; Behavioral finance; Herding behavior;All these keywords.
JEL classification:
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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