Program Trading
Bibliographic Data
| ID | 23615468 |
|---|---|
| Authors | John Board (University of Reading), Charles Sutcliffe (0000-0002-8035-1964, University of Reading) |
| Year | 2015 |
| Pages | 1-1 |
| Publication date | 2015-01-21 |
| Open Access | Yes |
| Type | CHAPTER |
| Venue | Wiley Encyclopedia of Management (SOURCE_BOOK) |
| Publisher | Wiley (PUBLISHER • GB) |
| DOI | 10.1002/9781118785317.weom040058 |
| OpenAlex | W4252758112 |
| ISBN | 9781118785317 |
| Language | EN |
| References cited | 3 |
A program trade involves trading a basket of at least 15 different stocks. These trades account for a substantial proportion of NYSE volume, and have been argued to increase stock market volatility.
Algorithmic trading · Business · Econometrics · Economics · Financial economics · Geography · Stock (firearms) · Stock market · Volatility (finance) · Financial Markets and Investment Strategies
| Highly cited | No |
|---|