Handbook of High Frequency Trading

<p>Trading Activity</p> <p>1. High-Frequency Activity on NASDAQ</p> <p>2. Profitability as a Function of the Holding Period with Implications for High Frequency Trading</p> <p>3. Data Characteristics for High-Frequency Trading Systems</p> <p>4. The Relavance of Heteroskedasticity and Structural Breaks when Testing for a Random Walk with High Frequency Financial Data: Evidence from ASEN Stock Markets</p> <p>5. The Closer the Better? High Frequency Trading and Limitations to Arbitrage Opportunities in Spatially Segmented Markets</p> <p>6. EU High Frequency Trading Regulation: Mandatory Disclosure and New Investors</p> <p>Evolution and the Future</p> <p>7. High Frequency Trading: Implications for Market Efficiency and Fairness</p> <p>8. Revisioning Revisionism: A Glance at HFT's Critics</p> <p>9. High Frequency Trading: Evolution and Future</p> <p>10. High Frequency Trading and Predatory Behavior in the Australian Equity Markets</p> <p>11. Global Stock Exchanges in the High Frequency Trading Vortex</p> <p>Liquidity and Execution</p> <p>12. Measuring Equity Market Liquidity with High Frequency Trading Data</p> <p>13. We Missed It Again! Why So Many Market Orders in the High Frequency FX Trading Fail to be Executed</p> <p>14. On The Sharpe Ratio for High Frequency Traders</p> <p>Impact of News Releases</p> <p>15. Do High Frequency Traders Care About Earnings Announcements? An Analysis of Trading Activity Before, During, and After Regular Trading Hours</p> <p>16. Why Accountants Should Care About High Frequency Trading</p> <p>17. High Frequency Trading under Information Regimes</p> <p>18. Effects of Firm-Specific Public Announcements on Market Dynamics: Implications for High Frequency Traders</p> <p>19. Machine News and Volatillity: The Dow Jones Industrial Average and the TRNA Real-Time High Frequency Sentiment Series</p> <p>Impact of Volatility</p> <p>20. Technical Trading Strategies at High Frequency: Insights for Practitioners</p> <p>21. High-Frequency News Flow and States of Asset Volatility</p> <p>22. News Releases and Stock Market Volatility: Intraday Evidence from Borsa Istanbul</p> <p>23. The Low Risk Anomaly Revisited on High Frequency Data</p> <p>24. Measuring the Leverage Effect in a High Frequency Framework</p>