Details about S. Sarah Zhang

Access statistics for papers by S. Sarah Zhang.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pzh513

Working Papers

2024

1. Cognitive Abilities and Individual Earnings in Hybrid Continuous Double Auctions
   Working Papers, Chapman University, Economic Science Institute
2. Nonstandard Errors
   Post-Print, HAL
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2024)
   Working Papers, Lund University, Department of Economics (2021)
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck (2021) View citations (6)
   See also Journal Article Nonstandard Errors, Journal of Finance, American Finance Association (2024) (2024)

2020

3. Speed Traps: Algorithmic Trader Performance Under Alternative Market Structures
   Working Papers, Chapman University, Economic Science Institute View citations (5)

2017

4. The ambivalent role of high-frequency trading in turbulent market periods
   CFS Working Paper Series, Center for Financial Studies (CFS) View citations (7)

Journal Articles

2024

1. Nonstandard Errors
   Journal of Finance, 2024, 79, (3), 2339-2390
   See also Working Paper Nonstandard Errors, Post-Print (2024) (2024)
2. Speed traps: algorithmic trader performance under alternative market balances and structures
   Experimental Economics, 2024, 27, (2), 325-350

2020

3. News sentiment in the cryptocurrency market: An empirical comparison with Forex
   International Review of Financial Analysis, 2020, 69, (C) View citations (49)

2019

4. Asymmetric news responses of high‐frequency and non‐high‐frequency traders
   The Financial Review, 2019, 54, (3), 451-475

2018

5. Need for speed: Hard information processing in a high‐frequency world
   Journal of Futures Markets, 2018, 38, (1), 3-21 View citations (5)

2013

6. Public information arrival: Price discovery and liquidity in electronic limit order markets
   Journal of Banking & Finance, 2013, 37, (4), 1148-1159 View citations (72)

Chapters

2013

1. Interactive Data: Technology and Cost of Capital
   Springer