{"id":"https://openalex.org/W3119037867","doi":"https://doi.org/10.1007/s12599-012-0205-9","title":"High Frequency Trading","display_name":"High Frequency Trading","publication_year":2012,"publication_date":"2012-03-05","ids":{"openalex":"https://openalex.org/W3119037867","doi":"https://doi.org/10.1007/s12599-012-0205-9","mag":"3119037867"},"language":"en","primary_location":{"id":"doi:10.1007/s12599-012-0205-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12599-012-0205-9","pdf_url":null,"source":{"id":"https://openalex.org/S27339233","display_name":"Business & Information Systems Engineering","issn_l":"1867-0202","issn":["1867-0202","2363-7005"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Business & Information Systems Engineering","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5086970337","display_name":"Christoph Lattemann","orcid":"https://orcid.org/0000-0002-4451-8894"},"institutions":[{"id":"https://openalex.org/I193619901","display_name":"Constructor University","ror":"https://ror.org/02yrs2n53","country_code":"DE","type":"education","lineage":["https://openalex.org/I193619901"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Christoph Lattemann","raw_affiliation_strings":["School of Humanities and Social Sciences, Jacobs University Bremen, 28759, Bremen, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Humanities and Social Sciences, Jacobs University Bremen, 28759, Bremen, Germany","institution_ids":["https://openalex.org/I193619901"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5016442447","display_name":"Peter Loos","orcid":null},"institutions":[{"id":"https://openalex.org/I91712215","display_name":"Saarland University","ror":"https://ror.org/01jdpyv68","country_code":"DE","type":"education","lineage":["https://openalex.org/I91712215"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Peter Loos","raw_affiliation_strings":["IWi at DFKI, Saarland University, 66123, Saarbr\u00fccken, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IWi at DFKI, Saarland University, 66123, Saarbr\u00fccken, Germany","institution_ids":["https://openalex.org/I91712215"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5079103144","display_name":"Johannes Gomolka","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Johannes Gomolka","raw_affiliation_strings":["Tempelhove Research, 10117, Berlin, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Tempelhove Research, 10117, Berlin, Germany","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5111574199","display_name":"Hans\u2010Peter Burghof","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Hans-Peter Burghof","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5082401074","display_name":"Arne Breuer","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Arne Breuer","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5033674512","display_name":"Peter Gomber","orcid":"https://orcid.org/0000-0001-9789-3041"},"institutions":[{"id":"https://openalex.org/I91712215","display_name":"Saarland University","ror":"https://ror.org/01jdpyv68","country_code":"DE","type":"education","lineage":["https://openalex.org/I91712215"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Peter Gomber","raw_affiliation_strings":["IWi at DFKI, Saarland University, 66123, Saarbr\u00fccken, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IWi at DFKI, Saarland University, 66123, Saarbr\u00fccken, Germany","institution_ids":["https://openalex.org/I91712215"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5051502457","display_name":"Michael Krogmann","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Michael Krogmann","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5109050278","display_name":"Joachim H. Nagel","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Joachim Nagel","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5091681138","display_name":"Rainer Riess","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Rainer Riess","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5069996199","display_name":"Ryan Riordan","orcid":"https://orcid.org/0000-0003-4538-1241"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ryan Riordan","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5064248610","display_name":"Rafael Zajonz","orcid":null},"institutions":[{"id":"https://openalex.org/I91712215","display_name":"Saarland University","ror":"https://ror.org/01jdpyv68","country_code":"DE","type":"education","lineage":["https://openalex.org/I91712215"]},{"id":"https://openalex.org/I193619901","display_name":"Constructor University","ror":"https://ror.org/02yrs2n53","country_code":"DE","type":"education","lineage":["https://openalex.org/I193619901"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Rafael Zajonz","raw_affiliation_strings":["Saarland University","Jacobs University Bremen"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Saarland University","institution_ids":["https://openalex.org/I91712215"]},{"raw_affiliation_string":"Jacobs University Bremen","institution_ids":["https://openalex.org/I193619901"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":11,"corresponding_author_ids":["https://openalex.org/A5016442447","https://openalex.org/A5033674512"],"corresponding_institution_ids":["https://openalex.org/I91712215"],"apc_list":{"value":2790,"currency":"EUR","value_usd":3590},"apc_paid":null,"fwci":4.6185,"has_fulltext":false,"cited_by_count":31,"citation_normalized_percentile":{"value":0.95326327,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"4","issue":"2","first_page":"93","last_page":"108"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9912999868392944,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9901000261306763,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.44090789556503296},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.32474255561828613}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.44090789556503296},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.32474255561828613}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s12599-012-0205-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12599-012-0205-9","pdf_url":null,"source":{"id":"https://openalex.org/S27339233","display_name":"Business & Information Systems Engineering","issn_l":"1867-0202","issn":["1867-0202","2363-7005"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Business & Information Systems Engineering","raw_type":"journal-article"},{"id":"pmh:oai:HAL:hal-04049911v1","is_oa":false,"landing_page_url":"https://hal.science/hal-04049911","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Business & Information Systems Engineering, 2012, 4 (2), pp.93-108. ⟨10.1007/s12599-012-0205-9⟩","raw_type":"Journal articles"},{"id":"pmh:oai:RePEc:spr:binfse:v:4:y:2012:i:2:p:93-108","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s12599-012-0205-9","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":56,"referenced_works":["https://openalex.org/W26371290","https://openalex.org/W40881515","https://openalex.org/W95201310","https://openalex.org/W584862543","https://openalex.org/W614587567","https://openalex.org/W1491979629","https://openalex.org/W1497432037","https://openalex.org/W1500716794","https://openalex.org/W1541589391","https://openalex.org/W1549763247","https://openalex.org/W1552949382","https://openalex.org/W1555672268","https://openalex.org/W1564757519","https://openalex.org/W1965638910","https://openalex.org/W1971757271","https://openalex.org/W1978596428","https://openalex.org/W1985808284","https://openalex.org/W2002848672","https://openalex.org/W2016977390","https://openalex.org/W2025887376","https://openalex.org/W2050031929","https://openalex.org/W2064270391","https://openalex.org/W2076989968","https://openalex.org/W2079671696","https://openalex.org/W2090194217","https://openalex.org/W2103130635","https://openalex.org/W2108381092","https://openalex.org/W2113551185","https://openalex.org/W2131773668","https://openalex.org/W2136330410","https://openalex.org/W2139254678","https://openalex.org/W2145229117","https://openalex.org/W2157644270","https://openalex.org/W2184747980","https://openalex.org/W2249535092","https://openalex.org/W2294354185","https://openalex.org/W2606543275","https://openalex.org/W2613001510","https://openalex.org/W2736025193","https://openalex.org/W2785421569","https://openalex.org/W2943232250","https://openalex.org/W3014951692","https://openalex.org/W3022302713","https://openalex.org/W3087875997","https://openalex.org/W3119764607","https://openalex.org/W3121972548","https://openalex.org/W3122031558","https://openalex.org/W3122084361","https://openalex.org/W3122779686","https://openalex.org/W3123095408","https://openalex.org/W3124147514","https://openalex.org/W3125600572","https://openalex.org/W4214707234","https://openalex.org/W4231546411","https://openalex.org/W4232067337","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2899084033","https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W4391913857","https://openalex.org/W2358668433","https://openalex.org/W4396701345","https://openalex.org/W2376932109","https://openalex.org/W2001405890","https://openalex.org/W4396696052"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":4},{"year":2012,"cited_by_count":2}],"updated_date":"2026-05-07T13:39:58.223016","created_date":"2025-10-10T00:00:00"}