Table 6 Price changes within runs
From: A theory of very short-time price change: security price drivers in times of high-frequency trading
Date | 03-May | 04-May | 05-May | 06-May | 07-May |
|---|---|---|---|---|---|
Runs showing price change | 6 | 27 | 26 | 476 | 62 |
From: A theory of very short-time price change: security price drivers in times of high-frequency trading
Date | 03-May | 04-May | 05-May | 06-May | 07-May |
|---|---|---|---|---|---|
Runs showing price change | 6 | 27 | 26 | 476 | 62 |