1. Aitken, M. J. / Harris, R. (2011), Evidenced-Based Policy Making For Financial Markets: A Fairness And Efficiency Framework For Assessing Market Quality Journal of Trading 6, Seite 22-31
2. Alampieski, K. / Lepone, A. (2011), High-Frequency Trading Firms, Order Book Participation And Liquidity Supply During Periods Of Heightened Adverse Selection Risk: Evidence From LSE, BATS, And Chi-X Working Paper
3. Alampieski, K. / Lepone, A. (2012), High-Frequency Trading In UK Equity Markets: Evidence Surrounding The US Market Open Working Paper
4. Aldridge, I. (2009), High-Frequency Trading: A Practical Guide To Algorithmic Strategies And Trading Systems Wiley
5. Alfonsi, A. / Fruth, A. / Schied, A. (2010), Optimal Execution Strategies In Limit Order Books With General Shape Functions Quantitative Finance 10, Seite 143-157