Trading performance and market efficiency: Evidence from algorithmic trading
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DOI: 10.1016/j.ribaf.2020.101283
Abstract: Abstract In India, National Stock Exchange directly identifies algorithmic trading participation. Algorithmic traders possess intraday market timing skills. Results are not motivated by extreme short-term signals or transitory price trading. Magnitude of market timing performance… read more here.
Keywords: trading; algorithmic trading; market; price ... See more keywords