Algorithmic trading and investment-to-price sensitivity
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More about this item
Keywords
algorithmic trading; real effects of algorithmic trading; revelatory price efficiency; investment-to-price sensitivity;All these keywords.
JEL classification:
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G30 - Financial Economics - - Corporate Finance and Governance - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AIN-2023-06-19 (Artificial Intelligence)
- NEP-MST-2023-06-19 (Market Microstructure)
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