Determinants of price reversal in high-frequency trading: empirical evidence from Indonesia
This article analyzes whether the factors of the mechanism of high-frequency trading (HFT) or intraday trading affect the process of price reversal and continuation. The price reversal phenomenon is gaining importance rapidly due to the increasingly intensive use of IT/Fintech-based trading automati...
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| Format: | Article |
| Language: | English |
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LLC "CPC "Business Perspectives"
2020-03-01
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| Series: | Investment Management & Financial Innovations |
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| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/13235/IMFI_2020_01_Santosa.pdf |