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"High frequency trading and stock index returns: A nonlinear dynamic analysis."

Aydin A. Cecen, Pawan Jain, Linlan Xiao (2021)

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DOI: 10.1016/J.CNSNS.2021.105710

access: closed

type: Journal Article

metadata version: 2021-03-23

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Aydin A. Cecen, Pawan Jain, Linlan Xiao:
High frequency trading and stock index returns: A nonlinear dynamic analysis. Commun. Nonlinear Sci. Numer. Simul. 97: 105710 (2021)

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