Libenter homines id quod volunt credunt
-
High-Frequency Cross-Market Trading and Market Volatility
The close relationship between market volatility and trading activity is a long-established fact in financial markets. In recent years, much of the trading in U.S. Treasury and equity markets has been associated with nearly simultaneous trading between the leading cash and futures platforms. The striking cross-activity patterns that arise in both high-frequency cross-market trading and related cross-market order book changes in U.S. Treasury markets are also witnessed in other asset classes and naturally lead to the question that we investigate in this post of how the cross-market component of overall trading ... (full story)
- Comments
- Subscribe
- Comment #1
- Quote
- Feb 17, 2016 1:20pm Feb 17, 2016 1:20pm
- baliprada
- Joined Jan 2011 | Status: . | 18 Comments
- Comment #2
- Quote
- Feb 17, 2016 1:33pm Feb 17, 2016 1:33pm
- Guest
- | IP XX.XX.152.229
- Comment #3
- Quote
- Feb 17, 2016 1:46pm Feb 17, 2016 1:46pm
- kenleander
- | Joined Aug 2010 | Status: Member | 707 Comments