This study is the first to shed light on HFTs’ role in facilitating incorporation of earnings information into prices.
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Coincides with high demand for a new service better able to anticipate short-term single-equity volatility...
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DateBreaks 3.0 expands on institutional investors incorporating Wall Street Horizon fundamental event data into trading and risk strategies to better anticipate volatility..
Read MoreIntegrity Research agrees with industry estimates that suggest that 20% to 30% of all attendees to investor conferences and events will do so virtually once the COVID-19 pandemic is behind us...
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