Table of Contents

• Date: 01 May 2016
• Published date: 01 May 2016
• DOI: http://doi.org/10.1111/fmii.12039

FINANCIAL MARKETS,

INSTITUTIONS &INSTRUMENTS

VOLUME 25 •NUMBER 2

High Frequency Trading and US Stock Market Microstructure:

A Study of Interactions Between Complexities, Risks and Strategies

Residing in U.S. Equity Market Microstructure

CONTENTS

I. INTRODUCTION ................................. 107

II. REGULATION ...................................109

III. COMPLEXITIES .................................. 116

IV. RISKS IN HIGH SPEED TRADING SYSTEMS .......... 140

V. CONCLUSION ................................... 154

VI. APPENDICES .................................... 158

VII. REFERENCES ................................... 160

VIII. ACKNOWLEDGMENTS ............................165