High-frequency trading

Results: 649



#Item
101Investment / Dark liquidity / High-frequency trading / Algorithmic trading / Securities Exchange Act / Exchange-traded fund / Market maker / Proprietary trading / Market data / Financial markets / Financial economics / Finance

Ill1C financialllltlrkcts April 21, 2010 Ms. Elizabeth M. Murphy

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Source URL: www.imcpacific.com.au

Language: English - Date: 2014-10-28 10:49:22
102Finance / Liquidity risk / Bid–offer spread / Market liquidity / Flight-to-quality / Flight-to-liquidity / Market maker / High-frequency trading / Financial risk / Financial markets / Financial economics / Economics

Liquidity and the Business Cycle∗ Johannes A. Skjeltorp† Norges Bank Randi Næs Norges Bank

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Source URL: www.hkimr.org.

Language: English - Date: 2012-10-04 09:09:56
103Software / Mathematical finance / Financial economics / Computer network security / Low latency / Latency / Packet capture / Endace / High-frequency trading / Financial markets / Computing / Deep packet capture

FINANCIAL SERVICES OVERVIEW Nine Use Cases for Endace Systems in a Modern Trading Environment Introduction

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Source URL: www.emulex.com

Language: English
104Investment / High-frequency trading / Algorithmic trading / Financial Industry Regulatory Authority / Dark liquidity / Electronic trading / Trading room / U.S. Securities and Exchange Commission / Hedge fund / Financial markets / Financial economics / Finance

Michelle Pav April 16, 2015 Comment to SEC Proposed Rule: Exemption for Certain Exchange Members The floor of the New York Stock Exchange is largely a prop for CNBC. Instead of buy and sell orders being filled on the flo

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Source URL: www.sec.gov

Language: English - Date: 2015-04-20 11:03:50
105Financial markets / Mathematical finance / Year of birth missing / Financial risk / Stock market / David Easley / Flash Crash / High-frequency trading / Liquidity risk / Financial economics / Economics / Finance

VPIN 1 VPIN The Volume Synchronized Probability of

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Source URL: www.quantresearch.info

Language: English - Date: 2014-09-25 21:10:07
106Financial economics / High-frequency trading / Stock market / Algorithmic trading / Hong Kong / Business / Financial markets / Mathematical finance / Finance

MScISM Luncheon Seminar Department of Information Systems, Business Statistics & Operations Management School of Business and Management The Hong Kong University of Science and Technology Date:

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Source URL: www.bm.ust.hk

Language: English - Date: 2011-09-11 23:04:03
107Economics / Stock market / Mathematical finance / High-frequency trading / Dark liquidity / Efficient-market hypothesis / Insider trading / Algorithmic trading / Financial markets / Finance / Financial economics

Dark pools positive for markets, in moderation – CMCRC 13 August, 2013 (Sydney): A study conducted by Capital Markets Cooperative Research Centre (CMCRC), the Australian independent academic centre for capital market r

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Source URL: www.cmcrc.com

Language: English - Date: 2013-08-14 19:23:29
108Investment / Exchange-traded fund / Market maker / Algorithmic trading / Bid–offer spread / Australian Securities Exchange / Mark-to-market accounting / Market liquidity / High-frequency trading / Financial markets / Financial economics / Finance

Market Maker Incentives and Market Efficiency: Evidence from the Australian ETF Market Jagjeev S. Dosanjh Abstract This paper examines the impact of market maker rebates introduced by the ASX to

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Source URL: www.cmcrc.com

Language: English - Date: 2013-06-12 02:46:38
109Economics / Investment / Singapore Exchange / Stock exchange / Efficient-market hypothesis / Monopoly / Australian Securities Exchange / High-frequency trading / Electronic trading / Stock market / Financial economics / Financial markets

Market $215M/year better off with Chi-X – CMCRC 25 June, 2013 (Sydney): A study conducted by Capital Markets Cooperative Research Centre (CMCRC), the Australian independent academic centre for capital market research,

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Source URL: www.cmcrc.com

Language: English - Date: 2013-06-25 04:02:15
110Investment / Stock market / Mathematical finance / High-frequency trading / Order / Bid–offer spread / Market manipulation / Short / Algorithmic trading / Financial markets / Financial economics / Finance

Does HFT Exacerbate End-of-Day (EOD) Price dislocation? Our paper is among the first to provide an empirical assessment as to whether High Frequency Trading (HFT) has a positive effect on market fairness. We find the pr

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Source URL: www.cmcrc.com

Language: English - Date: 2013-11-06 01:12:05
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