The Role of High Frequency Trading in Market Volatility and Flash Crashes

QR Code

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...

Full description

Bibliographic Details
Main Author:	Ngosa, Abigail
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2015
Online Access:	https://eprints.nottingham.ac.uk/28590/

Similar Items

Role of high-frequency data, distribution assumption and trading volume in volatility forecasting in China stock market
by: Liu, Min
Published: (2021)

The role of high-frequency data in volatility forecasting: evidence from the China stock market
by: Liu, Min, et al.
Published: (2021)

Effects of insider trading on market efficiency and volatility in Bursa Malaysia
by: Lye, Wing Fah
Published: (2011)

Estimating spot volatility with high-frequency financial data
by: Zu, Yang, et al.
Published: (2014)

Flash flood susceptibility mapping of sungai pinang catchment using frequency ratio
by: Azlan Saleh,, et al.
Published: (2022)

Trading volume and realized volatility forecasting: evidence from the China stock market
by: Liu, Min, et al.
Published: (2022)

Excess Volatility and Implied Trading Strategy : A Panel Application in Five Asian Market
by: Vu, Thi Hong Nhung
Published: (2015)

Implied Volatility Futures Trading Activity and Impacts on Asian Stock Market: An Empirical study
by: Pham, Duc Nam Trung
Published: (2014)

The Effects of the Trade of Futures Contracts on the Volatility of the Spot Market : Evidence From Bursa Malaysia
by: Habonimana, Robert
Published: (2011)

Derivatives trading and volatility spill-over: evidence from a developing derivatives market
by: Muhammad, Junaina, et al.
Published: (2013)

Does market structure matter?Trading costs and return volatility around exchange listings
by: Bessembinder, H., et al.
Published: (2008)

Anomaly-Based Detection Approach To Detect The Flash Crowd Attack During The Flash Event
by: Al-Saleem, Samer Abdulsada Mutlag
Published: (2017)

The FLASH project: improving the tools for flash flood monitoring and prediction across the United States
by: Gourley, Jonathan J., et al.
Published: (2017)

Understanding the price of volatility risk in carry trades
by: Ahmed, Shamim, et al.
Published: (2015)

Motor Vehicle Crash Characteristics That Are Predictive of High Acuity Patients: An Analysis of Linked Ambulance and Crash Data
by: Ceklic, Ellen, et al.
Published: (2020)

Analysis of the impact of the margin trading system and stock market volatility in mainland China —Base on an empirical study
by: Ao, Xinyi
Published: (2022)

Arc flash analysis study in industry
by: Harna, Elavarasu
Published: (2010)

The crash expert
by: Chen, Grace
Published: (2012)

The dynamic relationship between trading volume, stock return, and volatility-domestic and cross-country: South Asian markets
by: Miseman, M. R., et al.
Published: (2019)

The role of implied volatility in volatility combining forecasts
by: Ho, Jen Sim, et al.
Published: (2024)

Modelling and Forecasting Exchange Rate Volatility using High-frequency Data－Based on the US dollar
by: Chang, Kaiwen
Published: (2018)

High technology trade and the roles of absorptive capabilities in Malaysia
by: Fong, Leonard Litt Lam, et al.
Published: (2023)

Crash and injury characteristics of riders in motorcycle-passenger vehicle crashes
by: Zainal Abidin, Ahmad Noor Syukri, et al.
Published: (2018)

Bond market volatility versus stock market volatility in Malaysia / Chia Chin Kuan.
by: Chia, Chin Kuan
Published: (2003)

Essays on real exchange rate volatility and openness in international trade
by: Salazar Neaves, Abelardo
Published: (2010)

The Impact Of Exchange Rate Misalignment And Volatility On Malaysian Trade Flows
by: Niaz Ahmad, Mohd Naseem
Published: (2007)

Trading frequency and implied transaction costs of options: evidence from the Australian index option market
by: Abdullah, Mimi Hafizah, et al.
Published: (2010)

Using flash games to stimulate cooperative communication
by: Gabarre, Serge, et al.
Published: (2009)

Modeling of convective rains for predicting flash floods
by: Mohd. Daud, Zalina, et al.
Published: (2007)

Classification of Flash Flood Caused by Dam Breach
by: Rahnamayiezekavat, Payam
Published: (2010)

Is Stock Market Crash Predictable? The Case Study of Stock Markets in Malaysia, Indonesia, Korea and Singapore
by: Ng, Ho Keng
Published: (2008)

Market Volatility and Macroeconomic Factors
by: Gao, Kang
Published: (2012)

The Role Of Volatility In Mediating The Impact Of Analyst’ Recommendations On Herding In The Malaysian Stock Market
by: Ooi, Kok Loang
Published: (2023)

The Impact of Later Trading Hours for Hotels on Levels of Impaired Driver Road Crashes and Driver Breath Alcohol Levels.
by: Chikritzhs, Tanya, et al.
Published: (2006)

Highway crash claims
by: Rahu, Sivaa Tangai
Published: (2022)

A review on high frequency trading forecasting methods: opportunity and challenges for quantum based method
by: Palaniappan, Visalakshi, et al.
Published: (2024)

Relationship between stock market volatility and macroeconomic variables volatility in Malaysia
by: Chia, Mong Yin, et al.
Published: (2013)

Risk-Returns Trade Off and Determinants of Volatility: Evidence from Malaysia
by: Chen, Soo Hua
Published: (2016)

The impact of momentum trades on return comovements and asymmetric volatility in dual listings
by: Dey, Malay K., et al.
Published: (2018)

Toolbox for adopting computational thinking through learning Flash
by: Saari, Erni Marlina
Published: (2018)