Expiration-day effect: evidence from high-frequency data in the Hong Kong stock market

By Kan Andy C. N.  

Applied Financial Economics, Vol. 11, Iss. 1, 2001-02 ,pp. : 107-118

Routledge Ltd

Access to resources Recommend Favorite

Hedge funds: Statistical arbitrage, high frequency trading and their consequences for the environment of businesses

By Morgan Jamie  

Journal of Assistive Technologies, Vol. 9, Iss. 4, 2013-10 ,pp. : 377-397

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Volatility dynamics in high frequency financial data: an empirical investigation of the Australian equity returns

By Mian G. Mujtaba   Adam Christopher M.  

Applied Financial Economics, Vol. 11, Iss. 3, 2001-06 ,pp. : 341-352

Routledge Ltd

Access to resources Recommend Favorite

Fairness in Financial Markets: The Case of High Frequency Trading

By Angel James  

Journal of Business Ethics, Vol. 112, Iss. 4, 2013-02 ,pp. : 585-595

Springer Publishing Company

Access to resources Recommend Favorite

Market trader heterogeneity and high frequency volatility dynamics: further evidence from intra-day FTSE-100 futures data

By McMillan David G.   Speight Alan E. H.  

Applied Financial Economics Letters, Vol. 2, Iss. 2, 2006-03 ,pp. : 99-103

Routledge Ltd

Access to resources Recommend Favorite