Global Algorithmic Capital Markets
High Frequency Trading, Dark Pools, and Regulatory Challenges
Herausgeber: Mattli, Walter
Global Algorithmic Capital Markets
High Frequency Trading, Dark Pools, and Regulatory Challenges
Herausgeber: Mattli, Walter
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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 Market making by humans in centralized markets has been replaced by super computers and algorithms in often highly fragmented markets. This book discusses how this impacts public policy objectives and how market governance could be strengthened.
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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 Market making by humans in centralized markets has been replaced by super computers and algorithms in often highly fragmented markets. This book discusses how this impacts public policy objectives and how market governance could be strengthened.
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Produktdetails
- Produktdetails
- Verlag: Oxford University Press
- Seitenzahl: 386
- Erscheinungstermin: 20. Februar 2019
- Englisch
- Abmessung: 240mm x 168mm x 30mm
- Gewicht: 736g
- ISBN-13: 9780198829461
- ISBN-10: 0198829469
- Artikelnr.: 53305161
- Herstellerkennzeichnung
- Libri GmbH
- Europaallee 1
- 36244 Bad Hersfeld
- 06621 890
- Verlag: Oxford University Press
- Seitenzahl: 386
- Erscheinungstermin: 20. Februar 2019
- Englisch
- Abmessung: 240mm x 168mm x 30mm
- Gewicht: 736g
- ISBN-13: 9780198829461
- ISBN-10: 0198829469
- Artikelnr.: 53305161
- Herstellerkennzeichnung
- Libri GmbH
- Europaallee 1
- 36244 Bad Hersfeld
- 06621 890
Walter Mattli is Professor of International Political Economy at the University of Oxford. He joined Oxford in 2004 after teaching for a decade at Columbia University in New York. He received his undergraduate degree from the University of Geneva and his Ph.D. from the University of Chicago. Before beginning his graduate studies, he worked in international banking in New York. He has held fellowships at the Wissenschaftskolleg (Institute for Advanced Studies) in Berlin, the American Academy in Berlin, Princeton University, and the European University Institute in Florence.
* 1: Walter Mattli: Introduction: A New Capital Market Reality and
Overview
* Part I: High frequency trading: key topics
* 2: 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
order
* 4: Dan Marcus and Miles Kellerman: The FX race to zero:
electronification and market structural issues in foreign exchange
trading
* Part II: Market quality and best order execution
* 5: Elaine Wah, Stan Feldman, Francis Chung, Allison Bishop, and
Daniel Aisen: A comparison of execution quality across U.S. stock
exchanges
* 6: Robert Battalio: What has changed in four years? Are retail broker
routing decisions in 4Q2016 consistent with the pursuit of best
execution
* 7: Tyler Gellasch and Chris Nagy: Better 'best execution': an
overview and assessment
* Part III: Analytical and regulatory frameworks
* 8: Merritt Fox, Lawrence Glosten, and Gabriel Rauterberg: Naked open
market manipulation and its effects
* 9: Yesha Yadav: Algorithmic trading and market manipulation
* 10: Stanislav Dolgopolov: Legal liability for fraud in the evolving
architecture of securities markets
* Part IV: Regulatory agencies and market structure regulation
* 11: Greg Medcraft: Regulating high-frequency trading and dark
liquidity in Australia
* 12: Steffen Kern and Giuseppe Loiacono: High-frequency trading and
circuit breakers in the EU- recent findings and regulatory activity
* 13: Timothy Baikie, Tracey Stern, Susan Greenglass, and Maureen
Jensen: A framework for responsive market regulation
Overview
* Part I: High frequency trading: key topics
* 2: 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
order
* 4: Dan Marcus and Miles Kellerman: The FX race to zero:
electronification and market structural issues in foreign exchange
trading
* Part II: Market quality and best order execution
* 5: Elaine Wah, Stan Feldman, Francis Chung, Allison Bishop, and
Daniel Aisen: A comparison of execution quality across U.S. stock
exchanges
* 6: Robert Battalio: What has changed in four years? Are retail broker
routing decisions in 4Q2016 consistent with the pursuit of best
execution
* 7: Tyler Gellasch and Chris Nagy: Better 'best execution': an
overview and assessment
* Part III: Analytical and regulatory frameworks
* 8: Merritt Fox, Lawrence Glosten, and Gabriel Rauterberg: Naked open
market manipulation and its effects
* 9: Yesha Yadav: Algorithmic trading and market manipulation
* 10: Stanislav Dolgopolov: Legal liability for fraud in the evolving
architecture of securities markets
* Part IV: Regulatory agencies and market structure regulation
* 11: Greg Medcraft: Regulating high-frequency trading and dark
liquidity in Australia
* 12: Steffen Kern and Giuseppe Loiacono: High-frequency trading and
circuit breakers in the EU- recent findings and regulatory activity
* 13: Timothy Baikie, Tracey Stern, Susan Greenglass, and Maureen
Jensen: A framework for responsive market regulation
* 1: Walter Mattli: Introduction: A New Capital Market Reality and
Overview
* Part I: High frequency trading: key topics
* 2: 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
order
* 4: Dan Marcus and Miles Kellerman: The FX race to zero:
electronification and market structural issues in foreign exchange
trading
* Part II: Market quality and best order execution
* 5: Elaine Wah, Stan Feldman, Francis Chung, Allison Bishop, and
Daniel Aisen: A comparison of execution quality across U.S. stock
exchanges
* 6: Robert Battalio: What has changed in four years? Are retail broker
routing decisions in 4Q2016 consistent with the pursuit of best
execution
* 7: Tyler Gellasch and Chris Nagy: Better 'best execution': an
overview and assessment
* Part III: Analytical and regulatory frameworks
* 8: Merritt Fox, Lawrence Glosten, and Gabriel Rauterberg: Naked open
market manipulation and its effects
* 9: Yesha Yadav: Algorithmic trading and market manipulation
* 10: Stanislav Dolgopolov: Legal liability for fraud in the evolving
architecture of securities markets
* Part IV: Regulatory agencies and market structure regulation
* 11: Greg Medcraft: Regulating high-frequency trading and dark
liquidity in Australia
* 12: Steffen Kern and Giuseppe Loiacono: High-frequency trading and
circuit breakers in the EU- recent findings and regulatory activity
* 13: Timothy Baikie, Tracey Stern, Susan Greenglass, and Maureen
Jensen: A framework for responsive market regulation
Overview
* Part I: High frequency trading: key topics
* 2: 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
order
* 4: Dan Marcus and Miles Kellerman: The FX race to zero:
electronification and market structural issues in foreign exchange
trading
* Part II: Market quality and best order execution
* 5: Elaine Wah, Stan Feldman, Francis Chung, Allison Bishop, and
Daniel Aisen: A comparison of execution quality across U.S. stock
exchanges
* 6: Robert Battalio: What has changed in four years? Are retail broker
routing decisions in 4Q2016 consistent with the pursuit of best
execution
* 7: Tyler Gellasch and Chris Nagy: Better 'best execution': an
overview and assessment
* Part III: Analytical and regulatory frameworks
* 8: Merritt Fox, Lawrence Glosten, and Gabriel Rauterberg: Naked open
market manipulation and its effects
* 9: Yesha Yadav: Algorithmic trading and market manipulation
* 10: Stanislav Dolgopolov: Legal liability for fraud in the evolving
architecture of securities markets
* Part IV: Regulatory agencies and market structure regulation
* 11: Greg Medcraft: Regulating high-frequency trading and dark
liquidity in Australia
* 12: Steffen Kern and Giuseppe Loiacono: High-frequency trading and
circuit breakers in the EU- recent findings and regulatory activity
* 13: Timothy Baikie, Tracey Stern, Susan Greenglass, and Maureen
Jensen: A framework for responsive market regulation