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How High Frequency Trading Affects a Market Index
The relationship between a market index and its constituent stocks is complicated. While an index is a weighted average of its constituent stocks, when the investigated time scale is one day or longer the index has been found to have a stronger effect on the stocks than vice versa. We explore how th...
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| Главные авторы: | , , , |
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| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
Nature Publishing Group
2013
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| Предметы: | |
| Online-ссылка: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3743071/ https://ncbi.nlm.nih.gov/pubmed/23817553 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/srep02110 |
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