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Uncertainty, Expectations and Asset Price Dynamics

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Attention for Chapter 4: High Frequency Trading in the Equity Markets During US Treasury POMO
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Chapter title
High Frequency Trading in the Equity Markets During US Treasury POMO
Chapter number 4
Book title
Uncertainty, Expectations and Asset Price Dynamics
Published by
Springer, Cham, January 2018
DOI 10.1007/978-3-319-98714-9_4
Book ISBNs
978-3-31-998713-2, 978-3-31-998714-9
Authors

Cheng Gao, Bruce Mizrach