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How High Frequency Trading Affects a Market Index
The relationship between a market index and its constituent stocks is complicated. While an index is a weighted average of its constituent stocks, when the investigated time scale is one day or longer the index has been found to have a stronger effect on the stocks than vice versa. We explore how th...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Nature Publishing Group
2013
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3743071/ https://www.ncbi.nlm.nih.gov/pubmed/23817553 http://dx.doi.org/10.1038/srep02110 |