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Research article

First published 2017-1

The microgeographies of global finance: High-frequency trading and the construction of information inequality

Matthew Zook, Michael H Grote

Environment and Planning A: Economy and Space

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Research article

First published 2017-9

High-Frequency Trading and Conflict in the Financial Markets

Ricky Cooper, Jonathan Seddon, Ben Van Vliet

Journal of Information Technology

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Research article

First published 2021-4

Stylized Facts of High-frequency Financial Time Series Data

Moonis Shakeel, Bhavana Srivastava

Global Business Review

Open access

Research article

First published 2019-2

Financial journalism in today’s high-frequency news and information era

Nadine Strauß

Journalism

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Research article

First published 2013-2

Financial news and market panics in the age of high-frequency sentiment trading algorithms

Jan Kleinnijenhuis, Friederike Schultz, Dirk Oegema [...]

Journalism

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Research article

First published 2020-11-19

Some statistical and CI models to predict chaotic high-frequency financial data

Dusan Marcek

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2009-03

Stochastic volatility models for ordinal-valued time series with application to finance

Gernot Müller, Claudia Czado

Statistical Modelling

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Research article

First published 2015-12

Markets,bodies,and rhythms: A rhythmanalysis of financial markets from open-outcry trading to high-frequency trading

Christian Borch, Kristian Bondo Hansen, Ann-Christina Lange

Environment and Planning D: Society and Space

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Research article

First published 2006-07

Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data

S Centanni, M Minozzo

Statistical Modelling

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Research article

First published 2015-7

Transnational capital and the technology of domination and desire

Jerry Harris

Race & Class

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