Auflistung nach Autor "Subrahmanyam, Marti"
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Coming Early to the Party
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti; Uno, Jun; Yuferova, Darya (2017-09-15)"We examine the strategic behavior of High Frequency Traders (HFTs) during the pre-opening phase and the opening auction of the NYSE-Euronext Paris exchange. HFTs actively participate, and profitably extract information ...