High-Frequency Trading, Stock Volatility, and Price Discovery

By Frank Zhang. 2010

194 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/6932b43d27416796a523bcaa79ac25283ab755cb

Citations in the corpus

• Stock Liquidity and Stock Price Crash Risk (2016, unknown): “(2001)),(12) excluding the recent financial crisis (2008–2009) to address the concern that our results may be driven by the excess market volatility during that period, and using the post-Sarbanes–Oxley (SOX) sample period (2003–2010) to control for changes in the regulatory environment (Hutton et a”