Fast Trading and Price Discovery in the Financial Crisis: Evidence from the Taiwan Futures Market.

William T. Lin Zi-Huang Huang Shih-Chuan Tsai

Published in: WISA (2020)

Keyphrases

futures market
financial crisis
short run
exchange rate
financial data
early warning
long run
game theory
knowledge discovery
sustainable development
stock price
neural network
long term
outlier detection
investment strategies