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Global algorithmic capital markets : high frequency trading, dark pools, and regulatory challenges

Author: Walter Mattli
Publisher: Oxford Oxford University Press 2019
Edition/Format:   Print book : English : First editionView all editions and formats
Summary:

This book illustrates the dramatic recent transformations in capital markets worldwide. Market making by humans in centralized markets has been replaced by super computers and algorithms in often  Read more...

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Genre/Form: Aufsatzsammlung
Document Type: Book
All Authors / Contributors: Walter Mattli
ISBN: 9780198829461 0198829469
OCLC Number: 1096345603
Description: xii, 372 Seiten : Diagramme
Contents: 1: Walter Mattli: Introduction: A New Capital Market Reality and OverviewPart I: High frequency trading: key topics2: Thierry Foucault and Sophie Moinas: Is trading fast dangerous?3: Haim Bodek: A case sturdy in regulatory arbitrage and information asymmetry: high frequency trading the post only intermarket sweep order4: Dan Marcus and Miles Kellerman: The FX race to zero: electronification and market structural issues in foreign exchange tradingPart II: Market quality and best order execution5: Elaine Wah, Stan Feldman, Francis Chung, Allison Bishop, and Daniel Aisen: A comparison of execution quality across U.S. stock exchanges6: Robert Battalio: What has changed in four years? Are retail broker routing decisions in 4Q2016 consistent with the pursuit of best execution7: Tyler Gellasch and Chris Nagy: Better 'best execution': an overview and assessmentPart III: Analytical and regulatory frameworks8: Merritt Fox, Lawrence Glosten, and Gabriel Rauterberg: Naked open market manipulation and its effects9: Yesha Yadav: Algorithmic trading and market manipulation10: Stanislav Dolgopolov: Legal liability for fraud in the evolving architecture of securities marketsPart IV: Regulatory agencies and market structure regulation11: Greg Medcraft: Regulating high-frequency trading and dark liquidity in Australia12: Steffen Kern and Giuseppe Loiacono: High-frequency trading and circuit breakers in the EU- recent findings and regulatory activity13: Timothy Baikie, Tracey Stern, Susan Greenglass, and Maureen Jensen: A framework for responsive market regulation
Responsibility: edited by Walter Mattli.

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