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Frequency Effects on Predictability of Stock Returns. (2013). Fiedor, Paweł.
In: Papers.
RePEc:arx:papers:1310.5540.

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Cited: 10

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  1. On predictability of time series. (2019). Yue, Zhongtao ; Zhou, Tao ; Xu, Paiheng ; Yin, Likang.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:523:y:2019:i:c:p:345-351.

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  2. Emerging interdependence between stock values during financial crashes. (2017). Rocchi, Jacopo ; Lok, Enoch Yan ; Saad, David.
    In: PLOS ONE.
    RePEc:plo:pone00:0176764.

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  3. THE EFFECTS OF BANKRUPTCY ON THE PREDICTABILITY OF PRICE FORMATION PROCESSES ON WARSAW’S STOCK MARKET. (2016). Fiedor, Paweł ; Hoda, Artur.
    In: e-Finanse.
    RePEc:rze:efinan:v:12:y:2016:i:1:p:32-42.

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  4. Emerging interdependence between stock values during financial crashes. (2016). Rocchi, Jacopo ; Lok, Enoch Yan ; Saad, David.
    In: Papers.
    RePEc:arx:papers:1611.02549.

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  5. Multiscale Analysis of the Predictability of Stock Returns. (2015). Fiedor, Paweł.
    In: Risks.
    RePEc:gam:jrisks:v:3:y:2015:i:2:p:219-233:d:50807.

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  6. Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information. (2015). Fiedor, Paweł ; You, Tao ; Hoda, Artur.
    In: JRFM.
    RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:266-284:d:50474.

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  7. Information-theoretic approach to lead-lag effect on financial markets. (2014). Fiedor, Paweł.
    In: The European Physical Journal B: Condensed Matter and Complex Systems.
    RePEc:spr:eurphb:v:87:y:2014:i:8:p:1-9:10.1140/epjb/e2014-50108-3.

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  8. Sector strength and efficiency on developed and emerging financial markets. (2014). Fiedor, Paweł.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:413:y:2014:i:c:p:180-188.

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  9. Maximum Entropy Production Principle for Stock Returns. (2014). Fiedor, Paweł.
    In: Papers.
    RePEc:arx:papers:1408.3728.

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  10. Information-theoretic approach to lead-lag effect on financial markets. (2014). Fiedor, Paweł.
    In: Papers.
    RePEc:arx:papers:1402.3820.

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References

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  1. Machines and Markets : Assessing the Impact of Algorithmic Trading on Financial Market Efficiency. (2021). Garg, Karan.
    In: Warwick-Monash Economics Student Papers.
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  2. The implications of high-frequency trading on market efficiency and price discovery. (2014). Hudson, Robert ; Manahov, Viktor.
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  3. Optimal high frequency strategy in an omniscient order book. (2014). Anane, Marouane ; Abergel, Frederic.
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  4. Does high frequency trading affect technical analysis and market efficiency? And if so, how?. (2014). Hudson, Robert ; Gebka, Bartosz ; Manahov, Viktor.
    In: Journal of International Financial Markets, Institutions and Money.
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  5. Informational linkages between dark and lit trading venues. (2014). Ray, Sugata ; Nimalendran, Mahendrarajah.
    In: Journal of Financial Markets.
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  6. An ecological perspective on the future of computer trading. (2013). Farmer, J. ; Skouras, Spyros.
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  7. Optimal high-frequency trading with limit and market orders. (2013). Huyên Pham, ; Guilbaud, Fabien .
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  8. Rebuilding the limit order book: sequential Bayesian inference on hidden states. (2013). Godsill, Simon J. ; Hill, Simon I. ; Turner, Richard E. ; Christensen, Hugh L..
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  9. A dynamic limit order market with fast and slow traders. (2013). .
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  10. Effects of Lit and Dark Trading Venue Competition on Liquidity : The MiFID Experience. (2013). Gresse, Carole.
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  11. High frequency trading and price discovery. (2013). Brogaard, Jonathan ; Hendershott, Terrence ; Riordan, Ryan.
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  12. Effects of Lit and Dark Trading Venue Competition on Liquidity : The MiFID Experience. (2013). Gresse, Carole.
    In: Economics Papers from University Paris Dauphine.
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  13. Frequency Effects on Predictability of Stock Returns. (2013). Fiedor, Paweł.
    In: Papers.
    RePEc:arx:papers:1310.5540.

    Full description at Econpapers || Download paper

  14. Where is the Value in High Frequency Trading?. (2012). Cartea, Álvaro ; Penalva, Jose.
    In: Quarterly Journal of Finance (QJF).
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  15. A dynamic limit order market with fast and slow traders. (2012). Hoffmann, Peter.
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  17. The Impacts of Automation and High Frequency Trading on Market Quality. (2012). Litzenberger, Robert ; Gorelick, Richard ; Castura, Jeff .
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  19. Effects of the Competition between Multiple Trading Platforms on Market Liquidity : Evidence from the MiFID Experience. (2011). Gresse, Carole.
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  21. Anomalous price impact and the critical nature of liquidity in financial markets. (2011). Lemperiere, Yves ; Kockelkoren, Julien ; de Lataillade, Joachim ; Bouchaud, Jean-Philippe ; Deremble, Cyril ; Toth, Bence.
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