Media type: E-Book Title: High-frequency cross-market trading : model free measurement and applications Contributor: Dobrev, Dobrislav [Author]; Schaumburg, Ernst [Author] Published: London: Centre for Econometric Analysis, Cass Business School, [2017] Published in: CEA_372Cass working paper series ; 2017,1 Issue: This version: December 30, 2016 Extent: 1 Online-Ressource (circa 43 Seiten); Illustrationen Language: English Keywords: High-frequency trading ; cross-market activity ; lead-lag relationships ; liquidity provision,order flow ; price impact ; price discovery ; realized volatility ; S&P500 ; US Treasuries ; FXmarkets ; Graue Literatur Origination: Footnote: Access State: Open Access