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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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Document Date: 2014-02-16 17:21:44


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City

Shanghai / Toronto / London / /

Company

SMARTS Inc. / Capital Markets CRC / Ultra-Fast Trading / Reuters / Financial Review / /

Country

United States / Canada / /

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Facility

Goethe University / Feng Zhan York University / DAY PRICE DISLOCATION* Douglas Cumming York University / Business University of New South Wales Sydney NSW / /

IndustryTerm

retail participants / surveillance systems / real-time alert / software developers / exchange surveillance systems / /

Organization

Social Sciences and Research Humanities Council of Canada / Australian School / York University / Goethe University Frankfurt / American Economic Association / China Europe International Business School / French Finance Association / European Finance Association / UK Government Office for Science / University of New South Wales / Investment Industry Regulatory Organization of Canada / European Union / Northern Finance Association / U.S. Securities and Exchange Commission / Bank of Canada / Financial Management Association / FINRA / Schulich School of Business / /

Person

Michael Aitken / Sofia Johan / Turns Screws / Douglas Cumming / Lucas Mearian / Ming Dong / Pauline Shum / Johann Wolfgang von Goethe / Franklin Allen / /

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Position

author / broker / securities surveillance officer / Lawmaker / /

Region

South Wales / /

Technology

computer algorithm / HFT algorithms / http / Flash / /

URL

http /

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