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While many drivers can influence stock market returns, it turns out the time of the day may play an important role. In particular, the four hours around the time Asian markets close and European markets open account for the entire market returns when looking at E-mini S&P 500 futures, according to the paper by Dmitriy […]

Best of 2015: HFT Raises Trading Costs for Institutions

New research shows the impact of high frequency trading on Institutional Investors

Flash Boy: The Trouble With High Frequency Trading

Ronan Ryan on whether it's good or bad for markets.

ETFs and HFT: The Need for Speed

What does it mean for investors?

  • April 9, 2014 September 13, 2019
  • 13:46