Safari Books Online is a digital library providing on-demand subscription access to thousands of learning resources.
- Create BookmarkCreate Bookmark
- Create Note or TagCreate Note or Tag
- PrintPrint
References
References
Abrahams, J. 1986. “A survey of recent progress on level-crossing problems for random Processes.” In Communications and networks: A survey of recent advances, edited by I. F. Blake and H. V. Poor, 6–25. Berlin: Springer-Verlag.
Admati, A. R., and P. Pfleiderer. 1988. “A theory of intraday patterns: Volume and price variability.” Review of Financial Studies 1, 3–40.
Aite Group. 2008. U.S. electronic fixed income trading platforms: The world ain't standing still.
———. 2009a New world order: The high frequency trading community and its impact on market structure.
———. 2009b Dark pools 2009: Not so dark anymore…
———. 2009c European multilateral trading facilities: Post-MiFid exchange landscape.
———. 2010. High frequency in FX: Open for business.