Matches in SemOpenAlex for { <https://semopenalex.org/work/W3205637263> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W3205637263 abstract "This study seeks to understand whether and to what extent High Frequency Trading (HFT) affects the probabilistic properties of the stock returns in five markets. More specifically, it focuses on the impact of HFT/Machine trading on five major stock indices, DAX, Nikkei 225, S&P 500, Russell 2000, and TOPIX. The empirical analysis demonstrates that while the introduction of machine trading and/or HFT appears to make the return series more “predictable”by reducing their Multiscale Entropy, it does not affect the Markov property, which, not surprisingly, does not hold for the entire return series under study." @default.
- W3205637263 created "2021-10-25" @default.
- W3205637263 creator A5021845791 @default.
- W3205637263 creator A5028501165 @default.
- W3205637263 creator A5082700616 @default.
- W3205637263 date "2021-01-27" @default.
- W3205637263 modified "2023-09-28" @default.
- W3205637263 title "High frequency trading and stock index returns: A nonlinear dynamic analysis" @default.
- W3205637263 hasPublicationYear "2021" @default.
- W3205637263 type Work @default.
- W3205637263 sameAs 3205637263 @default.
- W3205637263 citedByCount "0" @default.
- W3205637263 crossrefType "posted-content" @default.
- W3205637263 hasAuthorship W3205637263A5021845791 @default.
- W3205637263 hasAuthorship W3205637263A5028501165 @default.
- W3205637263 hasAuthorship W3205637263A5082700616 @default.
- W3205637263 hasConcept C106159729 @default.
- W3205637263 hasConcept C119857082 @default.
- W3205637263 hasConcept C127413603 @default.
- W3205637263 hasConcept C131562839 @default.
- W3205637263 hasConcept C149782125 @default.
- W3205637263 hasConcept C151730666 @default.
- W3205637263 hasConcept C154945302 @default.
- W3205637263 hasConcept C162324750 @default.
- W3205637263 hasConcept C204036174 @default.
- W3205637263 hasConcept C24683644 @default.
- W3205637263 hasConcept C2780299701 @default.
- W3205637263 hasConcept C2780762169 @default.
- W3205637263 hasConcept C41008148 @default.
- W3205637263 hasConcept C49937458 @default.
- W3205637263 hasConcept C78508483 @default.
- W3205637263 hasConcept C78519656 @default.
- W3205637263 hasConcept C86803240 @default.
- W3205637263 hasConcept C88389905 @default.
- W3205637263 hasConcept C98763669 @default.
- W3205637263 hasConceptScore W3205637263C106159729 @default.
- W3205637263 hasConceptScore W3205637263C119857082 @default.
- W3205637263 hasConceptScore W3205637263C127413603 @default.
- W3205637263 hasConceptScore W3205637263C131562839 @default.
- W3205637263 hasConceptScore W3205637263C149782125 @default.
- W3205637263 hasConceptScore W3205637263C151730666 @default.
- W3205637263 hasConceptScore W3205637263C154945302 @default.
- W3205637263 hasConceptScore W3205637263C162324750 @default.
- W3205637263 hasConceptScore W3205637263C204036174 @default.
- W3205637263 hasConceptScore W3205637263C24683644 @default.
- W3205637263 hasConceptScore W3205637263C2780299701 @default.
- W3205637263 hasConceptScore W3205637263C2780762169 @default.
- W3205637263 hasConceptScore W3205637263C41008148 @default.
- W3205637263 hasConceptScore W3205637263C49937458 @default.
- W3205637263 hasConceptScore W3205637263C78508483 @default.
- W3205637263 hasConceptScore W3205637263C78519656 @default.
- W3205637263 hasConceptScore W3205637263C86803240 @default.
- W3205637263 hasConceptScore W3205637263C88389905 @default.
- W3205637263 hasConceptScore W3205637263C98763669 @default.
- W3205637263 hasLocation W32056372631 @default.
- W3205637263 hasOpenAccess W3205637263 @default.
- W3205637263 hasPrimaryLocation W32056372631 @default.
- W3205637263 hasRelatedWork W118796729 @default.
- W3205637263 hasRelatedWork W1547387272 @default.
- W3205637263 hasRelatedWork W1967517760 @default.
- W3205637263 hasRelatedWork W1978279032 @default.
- W3205637263 hasRelatedWork W2036797210 @default.
- W3205637263 hasRelatedWork W2043789605 @default.
- W3205637263 hasRelatedWork W2053296862 @default.
- W3205637263 hasRelatedWork W2079001082 @default.
- W3205637263 hasRelatedWork W2094069528 @default.
- W3205637263 hasRelatedWork W2107267896 @default.
- W3205637263 hasRelatedWork W2147067777 @default.
- W3205637263 hasRelatedWork W2621450301 @default.
- W3205637263 hasRelatedWork W2888874479 @default.
- W3205637263 hasRelatedWork W2950029763 @default.
- W3205637263 hasRelatedWork W2952645559 @default.
- W3205637263 hasRelatedWork W2984298114 @default.
- W3205637263 hasRelatedWork W3122376843 @default.
- W3205637263 hasRelatedWork W3124436383 @default.
- W3205637263 hasRelatedWork W611237887 @default.
- W3205637263 hasRelatedWork W652332763 @default.
- W3205637263 isParatext "false" @default.
- W3205637263 isRetracted "false" @default.
- W3205637263 magId "3205637263" @default.
- W3205637263 workType "article" @default.