Impacts of day trading on the intraday pattern of market quality.
Tsung-Yu HsiehYing-Fen FuShih-Ya MaPublished in: Int. J. Serv. Technol. Manag. (2020)
Keyphrases
- foreign exchange
- exchange rate
- trading strategies
- financial markets
- high quality
- pattern matching
- trading systems
- stock exchange
- futures market
- market data
- electronic markets
- electricity markets
- stock price
- low quality
- stock market
- double auction
- higher quality
- quality assessment
- associative memory
- electronic commerce
- stock data
- multi agent
- agent mediated
- decision making