Works matching High Frequency Trading

Results: 574

Clustering of Trade Prices by High-Frequency and Non-High-Frequency Trading Firms.

Published in:

Financial Review, 2014, v. 49, n. 2, p. 421, doi. 10.1111/fire.12042

By:

Davis, Ryan L.;
Van Ness, Bonnie F.;
Van Ness, Robert A.

Publication type:

Article

What is an algorithm? Financial regulation in the era of high-frequency trading.

Published in:

Economy & Society, 2016, v. 45, n. 2, p. 278, doi. 10.1080/03085147.2016.1213977

By:

Coombs, Nathan

Publication type:

Article

Forecasting Financial Markets Using High-Frequency Trading Data: Examination with Strongly Typed Genetic Programming.

Published in:

International Journal of Electronic Commerce, 2019, v. 23, n. 1, p. 12, doi. 10.1080/10864415.2018.1512271

By:

Manahov, Viktor;
Zhang, Hanxiong

Publication type:

Article

Fairness in Financial Markets: The Case of High Frequency Trading.

Published in:

Journal of Business Ethics, 2013, v. 112, n. 4, p. 585, doi. 10.1007/s10551-012-1559-0

By:

Angel, James;
McCabe, Douglas

Publication type:

Article

HIGH FREQUENCY TRADING - A REVOLUTIONARY CONCEPT ON FINANCIAL MARKETS.

Published in:

Yearbook of the 'Gheorghe Zane' Institute of Economic Researches - JASSY / Anuarul Institutului de Cercetări Economice 'Gheorghe Zane' Iaşi, 2014, v. 23, n. 1, p. 27

By:

ADĂSCĂLIȚEI, SIMONA

Publication type:

Article

The Mysterious Ethics of High-Frequency Trading.

Published in:

Business Ethics Quarterly, 2016, v. 26, n. 1, p. 1, doi. 10.1017/beq.2015.41

By:

Cooper, Ricky;
Davis, Michael;
Van Vliet, Ben

Publication type:

Article

Organizational ignorance: an ethnographic study of high-frequency trading.

Published in:

Economy & Society, 2016, v. 45, n. 2, p. 230, doi. 10.1080/03085147.2016.1220665

By:

Lange, Ann-Christina

Publication type:

Article

Cultures of high-frequency trading: mapping the landscape of algorithmic developments in contemporary financial markets.

Published in:

Economy & Society, 2016, v. 45, n. 2, p. 149, doi. 10.1080/03085147.2016.1213986

By:

Lange, Ann-Christina;
Lenglet, Marc;
Seyfert, Robert

Publication type:

Article

One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations.

Published in:

Review of Quantitative Finance & Accounting, 2018, v. 50, n. 2, p. 353, doi. 10.1007/s11156-017-0632-2

By:

Verousis, Thanos;
Perotti, Pietro;
Sermpinis, Georgios

Publication type:

Article

High frequency trading, liquidity, and execution cost.

Published in:

Annals of Operations Research, 2014, v. 223, n. 1, p. 403, doi. 10.1007/s10479-013-1382-8

By:

Sun, Edward;
Kruse, Timm;
Yu, Min-Teh

Publication type:

Article

The Ethics of Financial Market Making and Its Implications for High-Frequency Trading.

Published in:

Journal of Business Ethics, 2022, v. 181, n. 1, p. 139, doi. 10.1007/s10551-021-04901-5

By:

Roncella, Andrea;
Ferrero, Ignacio

Publication type:

Article

AGGRESSIVE AND DEFENSIVE HIGH-FREQUENCY TRADING AND ITS IMPACT ON LIQUIDITY OF GERMAN STOCK MARKET.

Published in:

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2016, v. 64, n. 6, p. 1911, doi. 10.11118/actaun201664061911

By:

Hruška, Juraj

Publication type:

Article

High-Frequency Trading Strategies.

Published in:

Management Science, 2023, v. 69, n. 8, p. 4413, doi. 10.1287/mnsc.2022.4539

By:

Goldstein, Michael;
Kwan, Amy;
Philip, Richard

Publication type:

Article

Does high-frequency trading cause stock prices to deviate from fundamental values?

Published in:

Accounting & Business Research, 2024, v. 54, n. 5, p. 580, doi. 10.1080/00014788.2023.2258787

By:

Jung, Michael;
Kwon, Kyung Yoon;
Park, Hyungshin

Publication type:

Article

High-Frequency Trading, Liquidity Withdrawal, and the Breakdown of Conventions in Foreign Exchange Markets.

Published in:

Journal of Economic Issues, 2018, v. 52, n. 2, p. 387, doi. 10.1080/00213624.2018.1469883

By:

Alexis, Stenfors;
Masayuki, Susai

Publication type:

Article

High-frequency trading: networks of wealth and the concentration of power.

Published in:

Social Semiotics, 2013, v. 23, n. 2, p. 278, doi. 10.1080/10350330.2013.777595

By:

Golumbia, David

Publication type:

Article

A theory of very short-time price change: security price drivers in times of high-frequency trading.

Published in:

Financial Innovation, 2022, v. 8, n. 1, p. 1, doi. 10.1186/s40854-022-00371-4

By:

Virgilio, Gianluca P. M.

Publication type:

Article

Ethics, Finance, and Automation: A Preliminary Survey of Problems in High Frequency Trading.

Published in:

Science & Engineering Ethics, 2013, v. 19, n. 3, p. 851, doi. 10.1007/s11948-012-9412-5

By:

Davis, Michael;
Kumiega, Andrew;
Vliet, Ben

Publication type:

Article

Effect of high‐frequency trading on mutual fund performance.

Published in:

Financial Review, 2023, v. 58, n. 2, p. 369, doi. 10.1111/fire.12331

By:

Qin, Nan;
Singal, Vijay

Publication type:

Article

High-Frequency Trading and the Execution Costs of Institutional Investors.

Published in:

Financial Review, 2014, v. 49, n. 2, p. 345, doi. 10.1111/fire.12039

By:

Brogaard, Jonathan;
Hendershott, Terrence;
Hunt, Stefan;
Ysusi, Carla

Publication type:

Article

Computerized and High-Frequency Trading.

Published in:

Financial Review, 2014, v. 49, n. 2, p. 177, doi. 10.1111/fire.12031

By:

Goldstein, Michael A.;
Kumar, Pavitra;
Graves, Frank C.

Publication type:

Article

What (If Anything) is Wrong with High-Frequency Trading?

Published in:

Journal of Business Ethics, 2023, v. 186, n. 2, p. 369, doi. 10.1007/s10551-022-05145-7

By:

Mildenberger, Carl David

Publication type:

Article

High-frequency trading and dark pools: sharks never sleep.

Published in:

Law & Financial Markets Review, 2014, v. 8, n. 4, p. 342, doi. 10.5235/17521440.8.4.342

By:

CLARKE, THOMAS

Publication type:

Article

REGULATING TO ACHIEVE STABILITY IN THE DOMAIN OF HIGH-FREQUENCY TRADING.

Published in:

Michigan Telecommunications & Technology Law Review, 2015, v. 22, n. 1, p. 161

By:

Crump, Lindsey C.

Publication type:

Article

TRADING À HAUTE FRÉQUENCE : EMPREINTE DE MARCHÉ ET ENJEUX DE RÉGULATION.

Published in:

Revue d'Économie Financière, 2013, v. 110, p. 277, doi. 10.3917/ecofi.110.0277

By:

GOUPIL, LUC

Publication type:

Article

Modelling Asset Prices for Algorithmic and High-Frequency Trading.

Published in:

Applied Mathematical Finance, 2013, v. 20, n. 6, p. 512, doi. 10.1080/1350486X.2013.771515

By:

Cartea, Álvaro;
Jaimungal, Sebastian

Publication type:

Article

LAW'S ACCELERATION OF FINANCE: REDEFINING THE PROBLEM OF HIGH-FREQUENCY TRADING.

Published in:

Cardozo Law Review, 2015, v. 36, n. 6, p. 2085

By:

Pasquale, Frank

Publication type:

Article

High‐Frequency Trading and the New Stock Market: Sense And Nonsense.

Published in:

Journal of Applied Corporate Finance, 2017, v. 29, n. 4, p. 30, doi. 10.1111/jacf.12260

By:

Fox, Merritt B.;
Glosten, Lawrence R.;
Rauterberg, Gabriel V.

Publication type:

Article

Pick Your Poison-Fragmentation or Market Power? An Analysis of RegNMS, High Frequency Trading, and Securities Market Structure.

Published in:

Journal of Applied Corporate Finance, 2014, v. 26, n. 2, p. 8, doi. 10.1111/jacf.12061

By:

Pirrong, Craig

Publication type:

Article

Bugs, predations or manipulations? Incompatible epistemic regimes of high-frequency trading.

Published in:

Economy & Society, 2016, v. 45, n. 2, p. 251, doi. 10.1080/03085147.2016.1213978

By:

Seyfert, Robert

Publication type:

Article

Investors May Take Heart: A Game Theoretic View of High Frequency Trading.

Published in:

Journal of Financial Planning, 2015, v. 28, n. 5, p. 53

By:

Pandey, Vivek K.;
Wu, Chen Y.

Publication type:

Article

Introduction to the OR Forum Article: "The Cost of Latency in High-Frequency Trading".

Published in:

Operations Research, 2013, v. 61, n. 5, p. 1069, doi. 10.1287/opre.2013.1211

By:

Pinker, Edieal J.

Publication type:

Article

HIGH FREQUENCY TRADING: FACT AND FICTION.

Published in:

Policy, 2015, v. 31, n. 4, p. 8

By:

Kirchner, Stephen

Publication type:

Article

Reordering Transaction Execution to Boost High-Frequency Trading Applications.

Published in:

Data Science & Engineering, 2017, v. 2, n. 4, p. 301, doi. 10.1007/s41019-017-0054-0

By:

Zhou, Ningnan;
Zhou, Xuan;
Zhang, Xiao;
Du, Xiaoyong;
Wang, Shan

Publication type:

Article

MiFID II: regulating high frequency trading, other forms of algorithmic trading and direct electronic market access.

Published in:

Law & Financial Markets Review, 2016, v. 10, n. 2, p. 72, doi. 10.1080/17521440.2016.1200333

By:

Busch, Danny

Publication type:

Article

BLOCKCHAIN: A PROPOSAL TO REFORM HIGH FREQUENCY TRADING REGULATION.

Published in:

Cardozo Arts & Entertainment Law Journal, 2015, v. 33, n. 3, p. 739

By:

Batog, Christina

Publication type:

Article

High-Frequency Trading and Internet Crime: One Cannot "Trust the Screen".

Published in:

Journal of Financial Service Professionals, 2016, v. 70, n. 5, p. 81

By:

Trotter, Richard "Clayton";
Chythlook, Alex

Publication type:

Article

GetHFData: A R package for downloading and aggregating high frequency trading data from Bovespa.

Published in:

Brazilian Review of Finance / Revista Brasileira de Finanças, 2016, v. 14, n. 3, p. 443, doi. 10.12660/rbfin.v14n3.2016.64587

By:

Perlin, Marcelo S.;
Ramos, Henrique P.

Publication type:

Article

The Competitive Landscape of High-Frequency Trading Firms.

Published in:

Review of Financial Studies, 2018, v. 31, n. 6, p. 2227, doi. 10.1093/rfs/hhx144

By:

Boehmer, Ekkehart;
Dan Li;
Saar, Gideon

Publication type:

Article

HIGH-FREQUENCY TRADING: SHOULD REGULATORS DO MORE?

Published in:

Michigan Telecommunications & Technology Law Review, 2012, v. 19, n. 1, p. 131

By:

Prewitt, Matt

Publication type:

Article

Statistical characteristics of price impact in high-frequency trading.

Published in:

Studies in Nonlinear Dynamics & Econometrics, 2021, v. 25, n. 3, p. 19, doi. 10.1515/snde-2018-0067

By:

Jia, Can;
Zhou, Tianmin;
Li, Handong

Publication type:

Article

ETFs, High-Frequency Trading, and Flash Crashes.

Published in:

Journal of Portfolio Management, 2016, v. 43, n. 1, p. 17, doi. 10.3905/jpm.2016.43.1.017

By:

ALDRIDGE, IRENE

Publication type:

Article

No Speed Limits: High-Frequency Trading and Flash Boys.

Published in:

Journal of Portfolio Management, 2014, v. 40, n. 4, p. 1, doi. 10.3905/jpm.2014.40.4.001

By:

BOGLE, JOHN C.

Publication type:

Article

Time to Slow Down for High-Frequency Trading? Lessons from Artificial Markets.

Published in:

Intelligent Systems in Accounting, Finance & Management, 2017, v. 24, n. 2/3, p. 73, doi. 10.1002/isaf.1407

By:

Veryzhenko, Iryna;
Arena, Lise;
Harb, Etienne;
Oriol, Nathalie

Publication type:

Article

Robocops: Regulating High Frequency Trading After the Flash Crash of 2010.

Published in:

Ohio State Law Journal, 2012, v. 73, n. 6, p. 1457

By:

KELLER, ANDREW J.

Publication type:

Article

Too Fast, Too Frequent? High-Frequency Trading and Securities Class Actions.

Published in:

2015

By:

Levens, Tara E.

Publication type:

Opinion

Evolution of high-frequency systematic trading: a performance-driven gradient boosting model.

Published in:

Quantitative Finance, 2015, v. 15, n. 8, p. 1387, doi. 10.1080/14697688.2015.1032541

By:

Zhou, Nan;
Cheng, Wen;
Qin, Yichen;
Yin, Zongcheng

Publication type:

Article

Optimal high-frequency trading with limit and market orders.

Published in:

Quantitative Finance, 2013, v. 13, n. 1, p. 79, doi. 10.1080/14697688.2012.708779

By:

Guilbaud, Fabien;
Pham, Huyên

Publication type:

Article

High-frequency trading model for a complex trading hierarchy.

Published in:

Quantitative Finance, 2012, v. 12, n. 4, p. 559, doi. 10.1080/14697688.2012.664928

By:

Podobnik, Boris;
Wang, Duan;
Stanley, H.Eugene

Publication type:

Article

The Consolidated Audit Trail: An Overreaction to the Danger of Flash Crashes from High Frequency Trading.

Published in:

North Carolina School Banking Institute Journal, 2015, v. 19, p. 135

By:

HOLLIMAN, HAYDEN C.

Publication type:

Article