High-Frequency Trading in FX: Evidence from EU High-Frequency Data
Chaboud et al. · 2014 · Federal Reserve
This book provides an in-depth analysis of high-frequency trading (HFT) in the foreign exchange (FX) market, utilising extensive EU high-frequency data. It examines the implications of HFT on market microstructure, offering insights relevant to traders and technologists alike.
- FX
- Market microstructure