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Is Trading Fast Dangerous?

Thierry Foucault and Sophie Moinas

in Global Algorithmic Capital Markets: High Frequency Trading, Dark Pools, and Regulatory Challenges

Published in print:
2018
Published Online:
January 2019
ISBN:
9780198829461
eISBN:
9780191867972
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198829461.003.0002
Subject:
Economics and Finance, Financial Economics

This chapter discusses the findings of the growing theoretical and empirical literature on trading speed in financial markets. The speed of trading has increased significantly in recent years, due to ... More


Regulating High Frequency Trading and Dark Liquidity in Australia

Greg Medcraft

in Global Algorithmic Capital Markets: High Frequency Trading, Dark Pools, and Regulatory Challenges

Published in print:
2018
Published Online:
January 2019
ISBN:
9780198829461
eISBN:
9780191867972
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198829461.003.0011
Subject:
Economics and Finance, Financial Economics

This chapter focuses on how the Australian Securities and Investment Commission’s general regulatory approach has informed its response to the challenges facing investor trust and confidence as a ... More


Automation

Onnig H. Dombalagian

in Chasing the Tape: Information Law and Policy in Capital Markets

Published in print:
2015
Published Online:
September 2015
ISBN:
9780262028622
eISBN:
9780262324298
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028622.003.0011
Subject:
Economics and Finance, Financial Economics

This chapter considers the challenges that the automation of trading poses to the regulation of capital markets. It first discusses recent advances in information technology with respect to order ... More


High-Frequency Financial Econometrics

Yacine Aït-Sahalia and Jean Jacod

Published in print:
2014
Published Online:
October 2017
ISBN:
9780691161433
eISBN:
9781400850327
Item type:
book
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691161433.001.0001
Subject:
Economics and Finance, Econometrics

High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric ... More


High Frequency Trading and Circuit Breakers in the EU: Recent Findings and Regulatory Activities

Steffen Kern and Giuseppe Loiacono

in Global Algorithmic Capital Markets: High Frequency Trading, Dark Pools, and Regulatory Challenges

Published in print:
2018
Published Online:
January 2019
ISBN:
9780198829461
eISBN:
9780191867972
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198829461.003.0012
Subject:
Economics and Finance, Financial Economics

This chapter reviews the fundamental workings of the EU regulatory framework and its implications for high frequency trading (HFT) and the latest findings on the market realities in the EU. Over the ... More


High Frequency Trading of Commodities

Raymond P. H. Fishe

in Commodities: Markets, Performance, and Strategies

Published in print:
2018
Published Online:
March 2018
ISBN:
9780190656010
eISBN:
9780190656041
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190656010.003.0023
Subject:
Economics and Finance, Financial Economics

Electronic platforms and high frequency traders (HFTs) have changed the nature of trading. Like equity markets, commodity markets have experienced an influx of algorithmic traders and a decline in ... More


A rapidly changing foreign exchange market

Oonagh McDonald

in Holding bankers to account: A decade of market manipulation, regulatory failures and regulatory reforms

Published in print:
2019
Published Online:
September 2019
ISBN:
9781526119438
eISBN:
9781526144577
Item type:
chapter
Publisher:
Manchester University Press
DOI:
10.7228/manchester/9781526119438.003.0006
Subject:
Business and Management, Finance, Accounting, and Banking

This chapter shows how much the Forex market has changed and developed over the years. It also reveals what goes on behind the scenes when buying foreign exchange at a bureau de change, paying bills ... More


Can Humans Dance with Machines?: Institutional Investors, High-Frequency Trading, and Modern Markets Dynamics

Irene Aldridge

in Financial Behavior: Players, Services, Products, and Markets

Published in print:
2017
Published Online:
May 2017
ISBN:
9780190269999
eISBN:
9780190270025
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780190269999.003.0027
Subject:
Economics and Finance, Financial Economics

This chapter examines high-frequency trading (HFT), including core groups of strategies and resulting impacts. Using order-by-order market data analysis, the chapter shows that much of what is often ... More


The FX Race to Zero: Electronification and Market Structural Issues in Foreign Exchange Trading

Dan Marcus and Miles Kellerman

in Global Algorithmic Capital Markets: High Frequency Trading, Dark Pools, and Regulatory Challenges

Published in print:
2018
Published Online:
January 2019
ISBN:
9780198829461
eISBN:
9780191867972
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198829461.003.0004
Subject:
Economics and Finance, Financial Economics

This chapter traces how technological changes have affected the structure and operation of currency markets, and examines the issues associated with these developments. These changes have caused ... More


Global Algorithmic Capital Markets: High Frequency Trading, Dark Pools, and Regulatory Challenges

Walter Mattli (ed.)

Published in print:
2018
Published Online:
January 2019
ISBN:
9780198829461
eISBN:
9780191867972
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198829461.001.0001
Subject:
Economics and Finance, Financial Economics

This book illustrates and assesses the dramatic recent transformations in capital markets worldwide and the impact of those transformations. ‘Market making’ by humans in centralized markets has been ... More


A Case Study in Regulatory Arbitrage and Information Asymmetry: High Frequency Trading and the Post Only Intermarket Sweep Order

Haim Bodek

in Global Algorithmic Capital Markets: High Frequency Trading, Dark Pools, and Regulatory Challenges

Published in print:
2018
Published Online:
January 2019
ISBN:
9780198829461
eISBN:
9780191867972
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198829461.003.0003
Subject:
Economics and Finance, Financial Economics

While much of the public debate surrounding high frequency trading (HFT) and algorithmic trading has centred on speed, less has been said about the circumvention of regulation via special order ... More


Legal Liability for Fraud in the Evolving Architecture of Securities Markets: From Marketplaces to Traders

Stanislav Dolgopolov

in Global Algorithmic Capital Markets: High Frequency Trading, Dark Pools, and Regulatory Challenges

Published in print:
2018
Published Online:
January 2019
ISBN:
9780198829461
eISBN:
9780191867972
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198829461.003.0010
Subject:
Economics and Finance, Financial Economics

This chapter analyses the reach of legal liability for securities fraud in the United States in relation to certain types of abuses often associated with high frequency trading strategies. The nature ... More


A Framework for Responsive Market Regulation

Timothy Baikie, Tracey Stern, Susan Greenglass, and Maureen Jensen

in Global Algorithmic Capital Markets: High Frequency Trading, Dark Pools, and Regulatory Challenges

Published in print:
2018
Published Online:
January 2019
ISBN:
9780198829461
eISBN:
9780191867972
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198829461.003.0013
Subject:
Economics and Finance, Financial Economics

This chapter submits that a regulator’s raison d’être is not simply to react to market issues but to be proactive and to follow and to understand the changes and the business decisions in the market. ... More


Humanisms, Posthumanisms, and Their Discontents

J. Paul Narkunas

in Reified Life: Speculative Capital and the Ahuman Condition

Published in print:
2018
Published Online:
January 2019
ISBN:
9780823280308
eISBN:
9780823281534
Item type:
chapter
Publisher:
Fordham University Press
DOI:
10.5422/fordham/9780823280308.003.0001
Subject:
Political Science, Political Theory

The introduction outlines how we are living in an automated posthuman future with smart machines that blur boundary between human and non-human. The chapter also summarizes the general problems with ... More


Conclusion

Arne De Boever

in Finance Fictions: Realism and Psychosis in a Time of Economic Crisis

Published in print:
2018
Published Online:
September 2018
ISBN:
9780823279166
eISBN:
9780823281435
Item type:
chapter
Publisher:
Fordham University Press
DOI:
10.5422/fordham/9780823279166.003.0008
Subject:
Literature, Film, Media, and Cultural Studies

Tying the economic and political dimensions of the book together, the conclusion surveys the work that has been accomplished in the previous chapters and suggests that the contemporary economic ... More


Capital’s Geodesic: Chicago, New Jersey, and the Material Sociology of Speed

Donald MacKenzie

in The Sociology of Speed: Digital, Organizational, and Social Temporalities

Published in print:
2016
Published Online:
December 2016
ISBN:
9780198782858
eISBN:
9780191826047
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198782858.003.0005
Subject:
Business and Management, Organization Studies

This chapter describes the phenomenon of high-frequency trading: the automated, ultra-fast trading of large quantities of shares or other financial instruments. This activity has come to symbolize ... More


Counting Bitcoin

Ed Finn

in What Algorithms Want: Imagination in the Age of Computing

Published in print:
2017
Published Online:
September 2017
ISBN:
9780262035927
eISBN:
9780262338837
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262035927.003.0006
Subject:
Computer Science, Programming

This chapter uses the growing dominance of algorithmic high frequency trading in finance to frame a reading of Bitcoin and related cryptocurrencies. By defining the unit of exchange through ... More


New Teachings of the New Market

Charles W. Smith

in What the Market Teaches Us: Limitations of Knowing and Tactics for Doing

Published in print:
2015
Published Online:
September 2015
ISBN:
9780198745112
eISBN:
9780191806056
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198745112.003.0012
Subject:
Business and Management, Finance, Accounting, and Banking, Political Economy

This chapter focuses upon today’s modern global financial market and its numerous new financial instruments (derivatives, ETFs, ETNs), algorithmic programs, algorithmic transactions, big data, ... More


Introduction and Overview: A New Capital Market Reality

Walter Mattli

in Global Algorithmic Capital Markets: High Frequency Trading, Dark Pools, and Regulatory Challenges

Published in print:
2018
Published Online:
January 2019
ISBN:
9780198829461
eISBN:
9780191867972
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198829461.003.0001
Subject:
Economics and Finance, Financial Economics

A key component of the infrastructure of global capital markets—exchanges—has undergone dramatic transformations since the start of the twenty-first century. Two are particularly notable. First, ... More


High-Frequency Observations: Identifiability and Asymptotic Efficiency

Yacine Aïıt-Sahalia and Jean Jacod

in High-Frequency Financial Econometrics

Published in print:
2014
Published Online:
October 2017
ISBN:
9780691161433
eISBN:
9781400850327
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691161433.003.0005
Subject:
Economics and Finance, Econometrics

This chapter starts with a brief reminder about a number of concepts and results which pertain to classical statistical models, without specific reference to stochastic processes. It then introduces ... More


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