Open AccessAn Empirical Study on Trading Techniques Using VPIN and High Frequency Data
Author(s) -
Deasung Jung,
Jonghae Park
Publication year - 2019
Publication title -
gyeongyeong gwa jeongbo yeongu/gyeong'yeong jeongbo yeon'gu
Language(s) - English
Resource type - Journals
eISSN - 2733-4767
pISSN - 1598-2459
DOI - 10.29214/damis.2019.38.4.005
Subject(s) - high frequency trading , computer science , econometrics , economics , algorithmic trading , financial economics