[HTML][HTML] Identification of high-frequency trading: A machine learning approach

M Goudarzi, F Bazzana - Research in International Business and Finance, 2023‏ - Elsevier
This study aims to develop a probabilistic model using machine learning techniques to
identify high-frequency trading (HFT) based on order book data. The model enables precise …

[HTML][HTML] Does high-frequency trading actually improve market liquidity? A comparative study for selected models and measures

R Karkowska, A Palczewski - Research in International Business and …, 2023‏ - Elsevier
The increasing volume of messages sent to the exchange by algorithmic traders stimulates a
fierce debate among academics and practitioners on the impacts of high-frequency trading …

The performance of selected high-frequency trading proxies: An application on Turkish index futures market

O Olgun, C Ekinci, R Arıkan - Finance Research Letters, 2024‏ - Elsevier
This paper intends to provide evidence for how well high-frequency trading (HFT) proxies
capture low-latency activity in rarely explored futures markets. We first run suggested …

The effect of technological developments on the stock market: evidence from emerging market

MS Celik, MB Ozturk, O Haykir - Applied Economics Letters, 2024‏ - Taylor & Francis
This study investigates the effect of High-Frequency Trading on stock liquidity and volatility
in Borsa Istanbul, Turkey which is one of the largest emerging markets where high …

High-frequency trading and its impact on market liquidity: A review of literature

O Ersan, N Dalgıç, CE Ekinci, M Bodur - Alanya Akademik Bakış, 2020‏ - dergipark.org.tr
High-frequency trading (HFT) has been dominating the activity in developed financial
markets in the last two decades. Despite its recent formation, the literature on the impacts of …

Exploring the multifaceted impacts of convertible bond issuance on stock market quality: Evidence from China

J **n, Q Ye, H **a - Journal of Financial Research, 2024‏ - Wiley Online Library
We investigate how convertible bond issuance impacts stock market quality across four
dimensions: liquidity, price efficiency, excess returns, and volatility, using Chinese market …

Do computerized traders follow social norms? Evidence from the holocaust remembrance moment of silence

MM Abudy, I Gildin, Y Mugerman - Finance Research Letters, 2022‏ - Elsevier
This paper employs a unique social setting, in which human activity halts during a siren
alarm for two minutes to commemorate the Israeli Holocaust Remembrance Day. When the …

[HTML][HTML] Information shocks and the cross section of expected returns

T Savaser, M Tiniç - Borsa Istanbul Review, 2023‏ - Elsevier
This paper examines the risk premium associated with information shocks in equity markets.
For all stocks traded on Borsa Istanbul between March 2005 and December 2020, we …

Identification of High-Frequency Trading: A Machine Learning Approach

F Bazzana, M Goudarzi - RESEARCH IN INTERNATIONAL BUSINESS …, 2023‏ - iris.unitn.it
This study aims to develop a probabilistic model using machine learning techniques to
identify high-frequency trading (HFT) based on order book data. The model enables precise …

SERMAYE PİYASALARINDA ALGORİTMİK VE YÜKSEK FREKANSLI İŞLEM STRATEJİLERİ

MS Çelik, MB Öztürk - Niğde Ömer Halisdemir Üniversitesi Sosyal Bilimler …‏ - dergipark.org.tr
Bilinilirliği artarak devam eden algoritmik ve yüksek frekanslı işlemlere olan ilgi her geçen
gün artmaktadır. Algoritmik ve yüksek frekanslı işlemlere ilişkin uygulanan stratejiler hem …