Understanding the detection of high-frequency trading in the Philippine setting: Analyzing the effect of price liquidity and price volatility

• Main Author: Tanyag, John Paul S.
• Format: text
• Language: English
• Published: Animo Repository 2021
• Subjects: Stocks—Prices; Information storage and retrieval systems—Stock exchanges; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_masteral/6218; https://animorepository.dlsu.edu.ph/context/etd_masteral/article/13292/viewcontent/Tanyag_JohnPaul_11691255_Edited.pdf
• Institution: De La Salle University

Strong macroeconomic fundamentals, growing interest in investing, simultaneous whole day trading with market peers, and the continuous advancements and upgrades of trading systems – these are the indicators of how the Philippine stock market had expanded. With the technology playing a bigger role in...