Technology and market quality: the case of high frequency trading.
S. Sarah ZhangRyan RiordanPublished in: ECIS (2011)
Keyphrases
- high frequency
- low frequency
- visual quality
- high resolution
- foreign exchange
- wavelet transform
- wavelet coefficients
- high quality
- subband
- high frequencies
- financial markets
- futures market
- trading strategies
- discrete wavelet transform
- electronic markets
- high frequency components
- market data
- wavelet decomposition
- wavelet domain
- low pass
- electricity markets
- trading systems
- stock exchange
- quality assessment
- subband decomposition
- frequency band
- phase shifting
- image processing