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The Economics of HFT

The Economics of HFT

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Published by Smith Kim
Market Microstructure 2012
Market Microstructure 2012

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Categories:Types, Business/Law
Published by: Smith Kim on Feb 07, 2013
Copyright:Attribution Non-commercial

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11/26/2013

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The Economics of High Frequency
London December 6
th
 , 2011
EkkehartBoehmer
Professor of Finance, EDHEC Business SchoolMember, EDHEC-Risk Institutewww.edhec-risk.com
1
 
 
IntroductionTheoretical literatureEmpirical literatureOur own analysisLooking ahead: regulatory challenges
 
A BRIEF INTRO TO ALGORITHMICAND HIGH FREQUENCY TRADING

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