Are high–frequency traders informed?

Panagiotis Anagnostidis, Patrice Fontaine and Christos Varsakelis
Additional contact information
Panagiotis Anagnostidis: Europlace Institute of Finance
Patrice Fontaine: EUROFIDAI - Institut Européen de données financières - ESSEC Business School - CNRS - Centre National de la Recherche Scientifique, CNRS - Centre National de la Recherche Scientifique, DVRC - De Vinci Research Center - DVHE - De Vinci Higher Education
Christos Varsakelis: UCL - Université Catholique de Louvain = Catholic University of Louvain

Post-Print from HAL

Date: 2020-12
Note: View the original document on HAL open archive server: https://hal.science/hal-03062831v1
References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in Economic Modelling, 2020, 93, pp.365-383. ⟨10.1016/j.econmod.2020.08.013⟩

Downloads: (external link)
https://hal.science/hal-03062831v1/document (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03062831

DOI: 10.1016/j.econmod.2020.08.013

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().