High-frequency, Algorithmic Spillovers Between NASDAQ and Forex
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https://www.nber.org/papers/w21122
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We empirically examine the order flows spillovers between Nasdaq and the Forex markets in 2008 and 2009. With emphasis on a role of high-frequency traders (HFTs) who aggregate information between the two markets as well as within each market, our results show that HFTs in Nasdaq trade intensively on
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美国国家经济研究局创建时间：
2015-04-01
