High-frequency Trading: Review of the Literature and Regulatory Initiatives around the World
Author:
Affiliation:
1. School of Management; State University of New York at Buffalo
2. School of Business; Sungkyunkwan University
Funder
Korean Securities Association
National Research Foundation of Korea
Korean Government
Publisher
Wiley
Subject
Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/ajfs.12120/fullpdf
Reference70 articles.
1. Aït-Sahalia , Y. M. Saglam 2014 High frequency traders: Taking advantage of speed http://ssrn.com/abstract=2331613
2. Authority for the Financial Markets (AFM) 2010 High frequency trading: The application of advanced trading technology in the European marketplace
3. Baron , M. D. J. Brogaard A. A. Kirilenko 2014 Risk and return in high frequency trading http://ssrn.com/abstract=2433118
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