Real-Time Risk: What Investors Should Know About FinTech, High-Frequency Trading, and Flash Crashes

By Irene E. Aldridge, Steven Krawciw. 2017

42 citations recorded by the source corpus.

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1. Siqi Tang
2. Guyu Hu
3. Zhisong Pan
4. Cheng Zhao
5. Xingyu Zhou
6. Weiwei Jiang
7. Mojtaba Nabipour

Citations in the corpus

• Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets (2018, background): “Aldridge and Krawciw [6] estimate that in 2016 high-frequency trading on average initiated 10%–40% of trading volume in equities and 10%–15% of volume in foreign exchange and commodities.”