Sökning: "Dirk van den Hoorn"
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1. The Relationship between High Frequency Trading and Stock Market Volatility
Magister-uppsats, Lunds universitet/Företagsekonomiska institutionenSammanfattning : This paper investigates the relationship between high frequency trading (HFT) activity and stock market volatility on the Nordic stock markets. The study utilizes a unique dataset that provides a proxy of the fraction of the total market turnover in which HFT firms were involved in the time period from March 2010 to March 2012. LÄS MER
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