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Moving p-value of WJS test.

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posted on 2021-12-17, 18:51 authored by Ke Meng, Shouhao Li

Moving p-value of WJS test.

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The adaptive market hypothesis and high frequency trading
PLOS ONEPLOS ONE

Categories

  • Molecular Biology
  • Evolutionary Biology
  • Environmental Sciences not elsewhere classified
  • Ecology
  • Sociology
  • Biological Sciences not elsewhere classified
  • Science Policy
  • Infectious Diseases

Keywords

limit order additionshfts seek profitsactively processing informationadaptive market hypothesishigh frequency tradingefficiency varies widelyinformational market efficiencyhigh efficiencypassive marketlower efficiencylow efficiencyxlink ">vice versarisk reductionprices evolvehft activityhft ).findings supportappropriate description

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CC BY 4.0CC BY 4.0

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