Global algorithmic capital markets: high frequency trading, dark pools, and regulatory challenges

被引：1
|
作者：
Zupko, Robert [1 ]
机构：
[1] Penn State Univ, Ctr Infect Dis Dynam, University Pk, PA 16802 USA
来源：
SOCIAL SCIENCE JOURNAL | 2022年 / 59卷 / 02期
关键词：
D O I：
10.1080/03623319.2021.2015910
中图分类号：
C [社会科学总论];
学科分类号：
03 ; 0303 ;
摘要：
引用
收藏
页码：334 / 335
页数：2
相关论文
共 50 条
  • [31] Algorithmic Trading Using Deep Neural Networks on High Frequency Data
    Arevalo, Andres
    Nino, Jaime
    Hernandez, German
    Sandoval, Javier
    Leon, Diego
    Aragon, Arbey
    APPLIED COMPUTER SCIENCES IN ENGINEERING, 2017, 742 : 144 - 155
  • [32] Algorithmic and high frequency trading in Asia-Pacific, now and the future
    Zhou, Hao
    Kalev, Petko S.
    PACIFIC-BASIN FINANCE JOURNAL, 2019, 53 : 186 - 207
  • [33] Does high frequency algorithmic trading matter for non-AT investors?
    Kelejian, Harry H.
    Mukerji, Purba
    RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2016, 37 : 78 - 92
  • [34] High-Frequency Trading: Implications for Markets, Regulators, and Efficiency
    Muthuswamy, Jayaram
    Palmer, John
    Richie, Nivine
    Webb, Robert
    JOURNAL OF TRADING, 2011, 6 (01): : 87 - 97
  • [35] High-frequency trading and its role in fragmented markets
    Haferkorn, Martin
    JOURNAL OF INFORMATION TECHNOLOGY, 2017, 32 (03) : 283 - 296
  • [36] High-frequency trading: Inverse relationship of the financial markets
    Shafi, Khuram
    Latif, Natasha
    Shad, Shafqat Ali
    Idrees, Zahra
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 527
  • [37] High-frequency trading, algorithmic finance and the Flash Crash: reflections on eventalization
    Borch, Christian
    ECONOMY AND SOCIETY, 2016, 45 (3-4) : 350 - 378
  • [38] Markets, bodies, and rhythms: A rhythmanalysis of financial markets from open-outcry trading to high-frequency trading
    Borch, Christian
    Hansen, Kristian Bondo
    Lange, Ann-Christina
    ENVIRONMENT AND PLANNING D-SOCIETY & SPACE, 2015, 33 (06): : 1080 - 1097
  • [39] MiFID II: regulating high frequency trading, other forms of algorithmic trading and direct electronic market access
    Busch, Danny
    LAW AND FINANCIAL MARKETS REVIEW, 2016, 10 (02): : 72 - 82
  • [40] WEAKLY INEFFICIENT MARKETS: STABILITY OF HIGH-FREQUENCY TRADING STRATEGIES
    Esipov, S.
    LITHUANIAN JOURNAL OF PHYSICS, 2012, 52 (02): : 102 - 114
12345