Algorithmic and high-frequency trading in Borsa Istanbul

This paper investigates the levels of algorithmic trading (AT) and high-frequency trading (HFT) in an emerging market, Borsa Istanbul (BIST), utilizing a dataset of 354 trading days between January 2013 and May 2014. We find an upward trend in AT by using common proxies: number of messages per minut...

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書誌詳細

出版年:	Borsa Istanbul Review
主要な著者:	Oguz Ersan, Cumhur Ekinci
フォーマット:	論文
言語:	英語
出版事項:	Elsevier 2016-12-01
主題:	Algorithmic trading High-frequency trading Borsa Istanbul Market microstructure
オンライン･アクセス:	http://www.sciencedirect.com/science/article/pii/S2214845015300582