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Publications by Gary Ushaw

Volatility Management of High Frequency Trading Environments

English

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Computerized and High-Frequency Trading

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High Frequency Data, Frequency Domain Inference and Volatility Forecasting

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Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility

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Estimating Integrated Volatility Using Absolute High-Frequency Returns

International Journal of Monetary Economics and Finance

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Idiosyncratic Volatility: An Indicator of Noise Trading?

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Insider Information: The Ethicality of the High Frequency Trading Industry

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Leverage and Volatility Feedback Effects in High-Frequency Data

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On the Interaction Between Ultra-High Frequency Measures of Volatility

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The Flash Crash: High-Frequency Trading in an Electronic Market

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