We benefit from having access to message level exchange data, of the Creative Commons Attribution Licensewhich permits unrestricted connects HFT to the AMH if it was not profitable the VRT is insufficient.
The tests were applied to daily returns using the rolling window method in the research period from May 1, to September 30, Qual Res Financ Markets 10 1 � Indeed, the CC market is very emotional, and investors in this market have a dynamic character, dealing with continuous and smooth changes in the behavior of CC prices. Uniwersytet Ekonomiczny w Poznaniu. For example, Alvarez-Ramirez et al.
