The Journal of Index Investing is being relaunched as The Journal of Beta Investing Strategies which better matches its content, given most firms have beta strategies groups that encompass so much…
This paper provides evidence of the impact of High Frequency Trading (HFT) on liquidity. The author uses a data sample from the NASDAQ OMX that identifies the trades of 26 HFT firms on 120 randomly…
Nearly every day there are articles in the financial blogosphere and media as well as on social media that show a positive 1-year forward stock market return on the average for certain macro and…
