Rise of the machines: Algorithmic trading in the foreign exchange market

Journal of Finance

Volumn 69, Issue 5, 2014, Pages 2045-2084

  Chaboud, Alain P ^a   Chiquoine, Benjamin ^b   Hjalmarsson, Erik ^c,d   Vega, Clara ^a  

^a FEDERAL RESERVE BOARD   (United States)

^b STANFORD UNIVERSITY   (United States)

^c UNIVERSITY OF GOTHENBURG   (Sweden)

^d QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84897941973     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/jofi.12186     Document Type: Article

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