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- Title
Investors May Take Heart: A Game Theoretic View of High Frequency Trading.
- Authors
Pandey, Vivek K.; Wu, Chen Y.
- Abstract
The article presents the debate around the practice of High Frequency Trading (HFT) of exchange traded securities and analyzes HFT using game theory framework as a reference. Topics include liquidity and market efficiency, the unethical practice of an HFT colluding with stock exchanges for preferential access in placing market orders and market manipulation strategies.
- Subjects
HIGH-frequency trading (Securities); GAME theory in economics; INVESTMENT analysis; EXCHANGE traded funds; MARKET orders; STOCK exchange laws -- Criminal provisions; MARKET manipulation
- Publication
Journal of Financial Planning, 2015, Vol 28, Issue 5, p53
- ISSN
1040-3981
- Publication type
Article