No. 49-2, May 2014
Index
- Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures
- Clustering of Trade Prices by High‐Frequency and Non–High‐Frequency Trading Firms
- Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed‐Income Markets
- Computerized and High‐Frequency Trading
- High‐Frequency Traders and Market Structure
- High‐Frequency Trading and the Execution Costs of Institutional Investors
- How Aggressive Are High‐Frequency Traders?
- How Slow Is the NBBO? A Comparison with Direct Exchange Feeds
- Information Transmission between Financial Markets in Chicago and New York
- Special Issue on Computerized and High‐Frequency Trading: Guest Editor's Note
- The Provision of Liquidity by High‐Frequency Participants
- The Sound of Silence
- When Finance Meets Physics: The Impact of the Speed of Light on Financial Markets and Their Regulation