High-Frequency Trading: Analyzing whether there are market participants gaining an advantage through pre-access to important news

From EU COST Fin-AI

Revision as of 09:25, 31 January 2025 by J.osterrieder (talk | contribs)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to navigation Jump to search

Details

Authors: Yannick Burkhalter
Title: High-Frequency Trading and Macroeconomic News: Investigating Potential Information Asymmetries and Their Impact on Market Fairness
1st Supervisor: Prof. Dr. Jörg Osterrieder
2nd Supervisor: Prof. Dr. Hadji Misheva Branka
Degree: Master of Science
University: Berner Fachhochschule
Year: 2025
Status: Master Thesis

Summary

Abstract

Important links

Data

Contact

Retrieved from "https://wiki.fin-ai.eu/index.php?title=High-Frequency_Trading:_Analyzing_whether_there_are_market_participants_gaining_an_advantage_through_pre-access_to_important_news&oldid=80089"