Adam D. Clark-Joseph, from Harvard, has a job market paper on high-frequency trading and here is the abstract: Using comprehensive, account-labeled message records from the E-mini S&P 500 futures market, I investigate the mechanisms underlying high-frequency traders’ capacity to profitably anticipate price movements. Of the 30 high-frequency traders (HFTs) that I identify in my sample, [...]
Authors
- Published in
- United States of America
- Rights
- © Tyler Cowen
