Fairness in Financial Markets: The Case of High Frequency Trading

Author:

Angel James J.,McCabe Douglas

Publisher

Springer Science and Business Media LLC

Subject

Law,Economics and Econometrics,Arts and Humanities (miscellaneous),General Business, Management and Accounting,Business and International Management

Reference27 articles.

1. Aristotle. (1908). Nichomachean ethics (W. D. Ross Trans.). Oxford: Clarendon Press. Accessed 22 Dec 2010, from http://www.ilt.columbia.edu/publications/artistotle.html .

2. Arnuk, S., & Saluzzi, J. (1999). Latency arbitrage: The real power behind predatory high frequency trading. Themis Trading LLC white paper. http://www.themistrading.com/article_files/0000/0519/THEMIS_TRADING_White_Paper_--_Latency_Arbitrage_--_December_4__2009.pdf . Accessed 2 Dec 2012.

3. Boatright, J. R. (2010). In John R. Boatright (Ed.). Ethics in finance, in finance ethics: critical issues in theory and practice (Robert W. Kolb Series) (Chapt. 1, pp. 3–20). Chichester: Wiley.

4. Brogaard, J. (2010). High frequency trading and its impact on market quality. In 5th Annual Conference on Empirical Legal Studies Paper. http://www.futuresindustry.org/ptg/downloads/HFT_Trading.pdf . Accessed 2 Dec 2012.

5. CBS News. (2010). How speed traders are changing Wall Street: Steve Kroft gets a rare look inside the secretive world of ‘high-frequency trading’, Sixty minutes. Accessed 22 Dec 2010, from http://www.cbsnews.com/stories/2010/10/07/60minutes/main6936075.shtml .

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