High Frequency Trading – A Revolutionary Concept On Financial Markets
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- Luc Bauwens & Winfried Pohlmeier & David Veredas (ed.), 2008. "High Frequency Financial Econometrics," Studies in Empirical Economics, Springer, number 978-3-7908-1992-2, September.
- Nikolaus Hautsch, 2012. "Econometrics of Financial High-Frequency Data," Springer Books, Springer, number 978-3-642-21925-2, January.
- Goodhart, Charles A. E. & O'Hara, Maureen, 1997. "High frequency data in financial markets: Issues and applications," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 73-114, June.
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