The Role of High Frequency Trading in Market Volatility and Flash Crashes
High Frequency Trading is a phenomenon that is yet to be completely understood. This research attempts to find the relationship if any between high frequency trading and volatility as well as the relationship between volatility and flash crashes. A lot of empirical evidence has been carried out on h...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2015
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| Online Access: | https://eprints.nottingham.ac.uk/28590/ |