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

Aydin A. Cecen, Pawan Jain, A Aydin Cecen

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

Original language	English
Journal	Communications in Nonlinear Science and Numerical Simulation, Elsevier
State	Accepted/In press - 1800

Cite this

@article{e16d2f316b95422281135ab62066a896,

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

author = "Cecen, {Aydin A.} and Pawan Jain and Cecen, {A Aydin}",

year = "1800",

language = "English",

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

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

}