Author: United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs
Publisher:
ISBN:
Category : Electronic trading of securities
Languages : en
Pages : 128
Book Description
The Role of Regulation in Shaping Equity Market Structure and Electronic Trading
Author: United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs
Publisher:
ISBN:
Category : Electronic trading of securities
Languages : en
Pages : 128
Book Description
Publisher:
ISBN:
Category : Electronic trading of securities
Languages : en
Pages : 128
Book Description
Handbook of High Frequency Trading
Author: Greg N. Gregoriou
Publisher: Academic Press
ISBN: 0128023627
Category : Business & Economics
Languages : en
Pages : 495
Book Description
This comprehensive examination of high frequency trading looks beyond mathematical models, which are the subject of most HFT books, to the mechanics of the marketplace. In 25 chapters, researchers probe the intricate nature of high frequency market dynamics, market structure, back-office processes, and regulation. They look deeply into computing infrastructure, describing data sources, formats, and required processing rates as well as software architecture and current technologies. They also create contexts, explaining the historical rise of automated trading systems, corresponding technological advances in hardware and software, and the evolution of the trading landscape. Developed for students and professionals who want more than discussions on the econometrics of the modelling process, The Handbook of High Frequency Trading explains the entirety of this controversial trading strategy. - Answers all questions about high frequency trading without being limited to mathematical modelling - Illuminates market dynamics, processes, and regulations - Explains how high frequency trading evolved and predicts its future developments
Publisher: Academic Press
ISBN: 0128023627
Category : Business & Economics
Languages : en
Pages : 495
Book Description
This comprehensive examination of high frequency trading looks beyond mathematical models, which are the subject of most HFT books, to the mechanics of the marketplace. In 25 chapters, researchers probe the intricate nature of high frequency market dynamics, market structure, back-office processes, and regulation. They look deeply into computing infrastructure, describing data sources, formats, and required processing rates as well as software architecture and current technologies. They also create contexts, explaining the historical rise of automated trading systems, corresponding technological advances in hardware and software, and the evolution of the trading landscape. Developed for students and professionals who want more than discussions on the econometrics of the modelling process, The Handbook of High Frequency Trading explains the entirety of this controversial trading strategy. - Answers all questions about high frequency trading without being limited to mathematical modelling - Illuminates market dynamics, processes, and regulations - Explains how high frequency trading evolved and predicts its future developments
The New Stock Market
Author: Merritt B. Fox
Publisher: Columbia University Press
ISBN: 023154393X
Category : Business & Economics
Languages : en
Pages : 612
Book Description
The U.S. stock market has been transformed over the last twenty-five years. Once a market in which human beings traded at human speeds, it is now an electronic market pervaded by algorithmic trading, conducted at speeds nearing that of light. High-frequency traders participate in a large portion of all transactions, and a significant minority of all trade occurs on alternative trading systems known as “dark pools.” These developments have been widely criticized, but there is no consensus on the best regulatory response to these dramatic changes. The New Stock Market offers a comprehensive new look at how these markets work, how they fail, and how they should be regulated. Merritt B. Fox, Lawrence R. Glosten, and Gabriel V. Rauterberg describe stock markets’ institutions and regulatory architecture. They draw on the informational paradigm of microstructure economics to highlight the crucial role of information asymmetries and adverse selection in explaining market behavior, while examining a wide variety of developments in market practices and participants. The result is a compelling account of the stock market’s regulatory framework, fundamental institutions, and economic dynamics, combined with an assessment of its various controversies. The New Stock Market covers a wide range of issues including the practices of high-frequency traders, insider trading, manipulation, short selling, broker-dealer practices, and trading venue fees and rebates. The book illuminates both the existing regulatory structure of our equity trading markets and how we can improve it.
Publisher: Columbia University Press
ISBN: 023154393X
Category : Business & Economics
Languages : en
Pages : 612
Book Description
The U.S. stock market has been transformed over the last twenty-five years. Once a market in which human beings traded at human speeds, it is now an electronic market pervaded by algorithmic trading, conducted at speeds nearing that of light. High-frequency traders participate in a large portion of all transactions, and a significant minority of all trade occurs on alternative trading systems known as “dark pools.” These developments have been widely criticized, but there is no consensus on the best regulatory response to these dramatic changes. The New Stock Market offers a comprehensive new look at how these markets work, how they fail, and how they should be regulated. Merritt B. Fox, Lawrence R. Glosten, and Gabriel V. Rauterberg describe stock markets’ institutions and regulatory architecture. They draw on the informational paradigm of microstructure economics to highlight the crucial role of information asymmetries and adverse selection in explaining market behavior, while examining a wide variety of developments in market practices and participants. The result is a compelling account of the stock market’s regulatory framework, fundamental institutions, and economic dynamics, combined with an assessment of its various controversies. The New Stock Market covers a wide range of issues including the practices of high-frequency traders, insider trading, manipulation, short selling, broker-dealer practices, and trading venue fees and rebates. The book illuminates both the existing regulatory structure of our equity trading markets and how we can improve it.
The Handbook of Electronic Trading
Author: Joseph Rosen
Publisher:
ISBN: 9780981464602
Category : Electronic trading of securities
Languages : en
Pages : 0
Book Description
This book provides a comprehensive look at the challenges of keeping up with liquidity needs and technology advancements. It is also a sourcebook for understandable, practical solutions on trading and technology.
Publisher:
ISBN: 9780981464602
Category : Electronic trading of securities
Languages : en
Pages : 0
Book Description
This book provides a comprehensive look at the challenges of keeping up with liquidity needs and technology advancements. It is also a sourcebook for understandable, practical solutions on trading and technology.
Securities Market Issues for the 21st Century
Author: Merritt B. Fox
Publisher:
ISBN: 9781982966850
Category : Securities
Languages : en
Pages : 476
Book Description
Publisher:
ISBN: 9781982966850
Category : Securities
Languages : en
Pages : 476
Book Description
Equity Market Structure
Author: United States. Congress. House. Committee on Financial Services. Subcommittee on Capital Markets and Government Sponsored Enterprises
Publisher:
ISBN:
Category : Stock exchanges
Languages : en
Pages : 80
Book Description
Publisher:
ISBN:
Category : Stock exchanges
Languages : en
Pages : 80
Book Description
Equity Markets in Action
Author: Robert A. Schwartz
Publisher: John Wiley & Sons
ISBN: 0471689882
Category : Business & Economics
Languages : en
Pages : 482
Book Description
An in-depth look at the nature of market making and exchanges From theory to practicalities, this is a comprehensive, up-to-date handbook and reference on how markets work and the nuances of trading. It includes a CD with an interactive trading simulation. Robert A. Schwartz, PhD (New York, NY), is Marvin M. Speiser Professor of Finance and University Distinguished Professor in the Zicklin School of Business, Baruch College, CUNY. Reto Francioni, PhD (Zurich, Switzerland), is President and Chairman of the Board of SWX, the Swiss Stock Exchange, and former co-CEO of Consors Discount Broker AG, Nuremberg.
Publisher: John Wiley & Sons
ISBN: 0471689882
Category : Business & Economics
Languages : en
Pages : 482
Book Description
An in-depth look at the nature of market making and exchanges From theory to practicalities, this is a comprehensive, up-to-date handbook and reference on how markets work and the nuances of trading. It includes a CD with an interactive trading simulation. Robert A. Schwartz, PhD (New York, NY), is Marvin M. Speiser Professor of Finance and University Distinguished Professor in the Zicklin School of Business, Baruch College, CUNY. Reto Francioni, PhD (Zurich, Switzerland), is President and Chairman of the Board of SWX, the Swiss Stock Exchange, and former co-CEO of Consors Discount Broker AG, Nuremberg.
The Structure of Securities Markets
Author: United States. Congress. Senate. Committee on Banking, Housing, and Urban Affairs
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 264
Book Description
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 264
Book Description
Dark Pools, Internalization, and Equity Market Quality
Author: Rhodri Preece
Publisher:
ISBN: 9780938367581
Category :
Languages : en
Pages :
Book Description
Publisher:
ISBN: 9780938367581
Category :
Languages : en
Pages :
Book Description
United States of America Congressional Record
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 620
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 620
Book Description