High Frequency Trading and Stock index Returns: A Nonlinear Dynamic Analysis

Pawan Jain, A Aydin Cecen, Lin Lan Xiao

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	105710
Journal	Communications in Nonlinear Science and Numerical Simulation
Volume	97
State	Published - Jun 2021

Cite this

@article{d68262e5619545359287ab80d589a2b0,

title = "High Frequency Trading and Stock index Returns: A Nonlinear Dynamic Analysis",

author = "Pawan Jain and Cecen, {A Aydin} and Xiao, {Lin Lan}",

year = "2021",

month = jun,

language = "English",

volume = "97",

pages = "105710",

journal = "Communications in Nonlinear Science and Numerical Simulation",

issn = "1007-5704",

publisher = "Communications in Nonlinear Science and Numerical Simulation",

}