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The Behavior and Performance of Individual High Frequency Traders on the Korea Stock Market |
Min Cheol Woo, Woo Baik Lee |
Korean J Financ Stud. 2014;43(5):847-878. Published online December 31, 2014 |
Trading Behavior, Performance, and Stock Preference of Foreigners, Local Institutions, and Individual Investors: Evidence from the Korean Stock Market* Efficient Performance Evaluation for High-Frequency Traders Mutual information based stock networks and portfolio selection for intraday traders using high frequency data: An Indian market case study A multifractal detrended fluctuation analysis of trading behavior of individual and institutional traders in Tehran stock market High-Frequency Traders and Market Structure Winning in the Stock Market Using Technical Analysis, S&P 500 Index, SPY, and Reading the Market, with SPY Exhibits Stock market traders show signs of zero intelligence A microsimulation of traders activity in the stock market: the role of heterogeneity, agents’ interactions and trade frictions Analysis of Individual High-Frequency Traders’ Buy–Sell Order Strategy Based on Multivariate Hawkes Process Identification of High-Frequency Herding Behavior in the Chinese Stock Market: An Agent-Based Approach |