Korean Journal of Financial Studies

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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*

Sung C. Bae, Jae Hoon Min, Sunbong Jung

Asia-Pacific Journal of Financial Studies. 2011;40(2):199-239

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Efficient Performance Evaluation for High-Frequency Traders

Godfrey Charles-Cadogan

The Handbook of High Frequency Trading. 2015;237-251

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Mutual information based stock networks and portfolio selection for intraday traders using high frequency data: An Indian market case study

Charu Sharma, Amber Habib

PLOS ONE. 2019;14(8):e0221910

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A multifractal detrended fluctuation analysis of trading behavior of individual and institutional traders in Tehran stock market

Meysam Bolgorian, Reza Raei

Physica A: Statistical Mechanics and its Applications. 2011;390(21-22):3815-3825

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High-Frequency Traders and Market Structure

Albert J. Menkveld

Financial Review. 2014;49(2):333-344

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Stock market traders show signs of zero intelligence

Philip Ball

Nature. 2003;

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A microsimulation of traders activity in the stock market: the role of heterogeneity, agents’ interactions and trade frictions

Giulia Iori

Journal of Economic Behavior & Organization. 2002;49(2):269-285

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Identification of High-Frequency Herding Behavior in the Chinese Stock Market: An Agent-Based Approach

Zhenxi Chen, Thomas Lux

Innovative Approaches in Agent-Based Modelling and Business Intelligence. 2018;157-171

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High frequency traders in a simulated market

Thomas A. Hanson

Review of Accounting and Finance. 2016;15(3):329-351

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Autoregressive processes with anomalous scaling behavior: Applications to high-frequency variations of a stock market index

Christian Dose, Markus Porto, H. Eduardo Roman

Physical Review E. 2003;67(6):

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