Blar i Arbeidsnotater / Working Papers på emneord "high frequency trading"
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Foreign Exchange Market Structure, Players and Evolution
(Working Papers;10/2011, Working paper, 2011)Electronic trading has transformed foreign exchange markets over the past decade, and the pace of innovation only accelerates. This formerly opaque market is now fairly transparent and transaction costs are only a fraction ... -
Sunshine Trading: Flashes of Trading Intent at the Nasdaq
(Working Papers;17/2011, Working paper, 2011)We use the introduction and the subsequent removal of the flash order facility (an actionable indication of interest, IOI) from Nasdaq as a natural experiment to investigate the impact of voluntary disclosure of trading ...