High-frequency trading

Results: 649



#Item
601Foreign exchange market / Primary dealers / Financial markets / ICAP / Barclays / Single-dealer platform / High-frequency trading / Bank of America / Foreign Exchange Committee / Finance / Business / Economics

FOREIGN EXCHANGE JOINT STANDING COMMITTEE Tuesday 15 January 2013 WMBA, The London Capital Club, 15 Abchruch Lane, London EC4N 7BW MINUTES In Attendance

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Source URL: www.bankofengland.co.uk

Language: English - Date: 2013-03-20 09:25:11
602Finance / Market liquidity / Dark liquidity / Bid–offer spread / Flash Crash / High-frequency trading / Basel III / Hedge fund / Financial risk / Financial economics / Financial markets / Economics

104 BAN Q UE CENTRALE DU LU X E M B O UR G 2 5 analyses spécifiques 1 Fundamental Liquidity 

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Source URL: www.bcl.lu

Language: English - Date: 2011-04-29 03:02:17
603Economics / Market liquidity / Liquidity risk / Futures contract / Bid–offer spread / High-frequency trading / Algorithmic trading / Arbitrage / Foreign exchange market / Financial markets / Financial economics / Finance

Limits to Arbitrage in Sovereign Bonds Price and Liquidity Discovery in High-Frequency Quote-Driven Markets ∗ Loriana Pelizzon Marti G Subrahmanyam

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Source URL: www.bancaditalia.it

Language: English - Date: 2014-04-15 04:11:43
604Economics / Algorithmic trading / High-frequency trading / Flash Crash / Direct market access / Market liquidity / Markets in Financial Instruments Directive / Electronic trading / Day trading / Financial markets / Financial economics / Finance

ESRB – European Systemic Risk

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Source URL: www.esrb.europa.eu

Language: English - Date: 2011-10-06 05:47:31
605Economics / Stock market / Mathematical finance / Algorithmic trading / High-frequency trading / Arbitrage / Flash Crash / Order / Low latency / Financial economics / Financial markets / Finance

Proceedings Article Latency Arbitrage, Market Fragmentation, and Efficiency: A Two-Market Model ELAINE WAH, University of Michigan MICHAEL P. WELLMAN, University of Michigan

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Source URL: web.eecs.umich.edu

Language: English - Date: 2013-05-05 10:53:33
606Economics / Investment / Mathematical finance / High-frequency trading / Finance / Flash Crash / Direct market access / Day trading / Order / Stock market / Financial economics / Financial markets

HIGH FREQUENCY TRADING AND END-OF-DAY PRICE DISLOCATION* Douglas Cumming York University - Schulich School of Business 4700 Keele Street Toronto, Ontario M3J 1P3

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Source URL: www.cmcrc.net

Language: English - Date: 2014-02-16 17:21:44
607Financial markets / Liquidity risk / Liquidity crisis / Market liquidity / Hedge fund / High-frequency trading / Bid–offer spread / Quantitative analyst / Mark-to-market accounting / Financial economics / Finance / Economics

When Everyone Runs for the Exit

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Source URL: people.stern.nyu.edu

Language: English - Date: 2009-12-27 05:05:27
608Finance / Financial markets / Mathematical finance / High-frequency trading / New York Stock Exchange / Day trading / Insider trading / Futures contract / Dow Jones Industrial Average / Stock market / Financial economics / Investment

A PIN per Day Shows What News Convey – The Intraday Probability of Informed Trading Thomas Pöppe*,a, Dirk Schierecka, Ingo Wiegandb, Michael Aitkenc a b

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Source URL: www.cmcrc.net

Language: English - Date: 2014-05-05 00:47:13
609Business / Insider trading / Day trading / High-frequency trading / Stock market / Financial economics / Investment

PINperDay_Summary-CMCRC_v01

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Source URL: www.cmcrc.net

Language: English - Date: 2014-05-05 00:47:25
610Investment / Markets in Financial Instruments Directive / High-frequency trading / Commodity market / Exchange-traded fund / Derivative / Futures contract / Speculation / Algorithmic trading / Financial markets / Financial economics / Finance

Microsoft Word - Joint Civil Society Statment on MiFID_April 2012

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Source URL: www.wdm.org.uk

Language: English - Date: 2012-04-23 06:15:20
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