Auflistung nach Autor "Schmickler, Simon"
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High-Frequency Trading and Price Informativeness
Gider, Jasmin; Schmickler, Simon; Westheide, Christian (2019-03-09)We study how stock price informativeness changes with the presence of high-frequency trading (HFT). Our estimate is based on the staggered start of HFT participation in a panel of international exchanges. With HFT presence ... -
High-Frequency Trading and Price Informativeness
Gider, Jasmin; Schmickler, Simon; Westheide, Christian (2019-03-01)We study how the informativeness of stock prices changes with the presence of high-frequency trading (HFT). Our estimate is based on the staggered start of HFT participation in a panel of international exchanges. With HFT ...