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Moving p-value of WJS test.

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posted on 17.12.2021, 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
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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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