Are Algos Ruining Everything for Us? The Predictive Relationship between Informed Trading and Security Returns under Different Market Conditions
High Frequency Trading (HFTs) have dramatically changed the way markets operate through supplanting traditional market makers. Numerous studies and pundits have postulated a link between HFTs and market sell-off severity. Developed by Easley and O’Hara, the Volume Synchronized Probability of Informe...
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Scholarship @ Claremont
2019
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| Online Access: | https://scholarship.claremont.edu/cmc_theses/2257 https://scholarship.claremont.edu/cgi/viewcontent.cgi?article=3187&context=cmc_theses |