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E-book

Title Global algorithmic capital markets : high frequency trading, dark pools, and regulatory challenges / edited by Walter Mattli
Edition First edition
Published Oxford : Oxford University Press, 2019

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Description 1 online resource (1 volume)
Contents Introduction and overview : a new capital market reality / Water Mattli -- Is trading fast dangerous? / Thierry Foucault and Sophie Moinas -- A case study in regulatory arbitrage and information asymmetry : high frequency trading and the post only intermarket sweep order / Haim Bodek -- The FX race to zero : electronification and market structural issues in foreign exchange trading / Dan Marcus and Miles Kellerman -- A comparison of execution quality across US stock exchanges / Elaine Wah, Stan Feldman, Francis Chung, Allison Bishop, and Daniel Aisen -- What has changed in four years? Are retail broker routing decisions in 4Q2016 consistent with the pursuit of best execution? / Robert Battalio -- Better 'best execution' : an overview and assessment / Christopher Nagy and Tyler Gellasch -- Naked open-market manipulation and its effects / Merritt B. Fox, Lawrence R. Glosten, and Gabriel V. Rauterberg -- Algorithmic trading and market regulation / Yesha Yadav -- Legal liability for fraud in the evolving architecture of securities markets : from marketplaces to traders / Stanislav Dolgopolov -- Regulating high frequency trading and dark liquidity in Australia / Greg Medcraft -- High frequency trading and circuit breakers in the EU : recent findings and regulatory activities / Steffen Kern and Giuseppe Loiacono -- A framework for responsive market regulation / Timothy Baikie, Tracey Stern, Susan Greenglass, and Maureen Jensen
Summary This text illustrates and assesses the dramatic recent transformations in capital markets worldwide and the impact of those transformations
Bibliography Includes bibliographical references and index
Notes Online resource; title from digital title page (viewed on February 04, 2019)
Subject Capital market.
Capital market -- Computer simulation
Capital market -- Government policy
Capital market -- Law and legislation.
Algorithms.
Electronic trading of securities.
Finance -- Computer simulation
Finance -- Decision making -- Data processing
Computer algorithms.
algorithms.
BUSINESS & ECONOMICS -- Finance.
Computer algorithms
Algorithms
Capital market
Capital market -- Government policy
Capital market -- Law and legislation
Electronic trading of securities
Finance -- Decision making -- Data processing
Form Electronic book
Author Mattli, Walter, editor.
ISBN 9780191867972
0191867977
9780192564870
0192564870