The Effect of Automated Trading on Market Quality: Evidence from the New York Stock Exchange.
Andreas StorkenmaierRyan RiordanPublished in: FinanceCom (2008)
Keyphrases
- stock exchange
- stock market
- stock price
- chinese stock market
- financial data
- dow jones
- stock trading
- black scholes
- financial time series
- transaction costs
- portfolio optimization
- trading rules
- investment strategies
- stock index
- non stationary
- short term
- machine learning
- text classification
- stock returns
- stock data
- market prices
- long term
- association rules
- data analysis