Do High-Frequency Traders Anticipate Buying and Selling Pressure?

Nicholas Hirschey
Corresponding Author
Nicholas Hirschey
[email protected]
http://orcid.org/0000-0002-1014-5655
Department of Finance, London Business School, Regent’s Park, London NW1 4SA, United Kingdom
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Nicholas Hirschey

Corresponding Author

Nicholas Hirschey

[email protected]

http://orcid.org/0000-0002-1014-5655

Department of Finance, London Business School, Regent’s Park, London NW1 4SA, United Kingdom

Search for more papers by this author

Published Online:7 Aug 2020https://doi.org/10.1287/mnsc.2020.3608

Supplemental Material

mnsc.2020.3608.sm1.pdf

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Volume 67, Issue 6

June 2021

Pages 3321-3984, iii-iv

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Received:June 06, 2018
Accepted:January 03, 2020
Published Online:August 07, 2020

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Nicholas Hirschey (2020) Do High-Frequency Traders Anticipate Buying and Selling Pressure?. Management Science 67(6):3321-3345.

https://doi.org/10.1287/mnsc.2020.3608

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Do High-Frequency Traders Anticipate Buying and Selling Pressure?

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