High-frequency trading

– impacts of the introduction of the INET platform on NASDAQ OMX Stockholm

Realized volatility

Tables: Mean before/after INET - 1 min Shares Indices
Tables: Mean before/after INET - 5 min Shares Indices
Tables: Mean per month - 1 min Shares Indices
Tables: Mean per month - 5 min Shares Indices
Diagrams: Per day Shares Indices
Tomas Ericsson & Pär Fridholm
terter.se 		Updated: January 14, 2013