International workshop on algorithmic and high-frequency trading:a brief summary

Alejandro Bernales and Jérôme Dugast

Quarterly selection of articles - Bulletin de la Banque de France, 2014, issue 33, 39-42

Abstract: The Banque de France organised a workshop entitled “Algorithmic and high-frequency trading” on 8 November 2013, in order to understand the consequences of the automation of trading and underscore the challenges that this technological revolution poses for regulators.

Keywords: high-frequency trading; algorithmic trading; market quality; market efficiency; regulation of financial markets (search for similar items in EconPapers)
JEL-codes: G12 G14 G15 G18 (search for similar items in EconPapers)
Date: 2014
References: Add references at CitEc
Citations:

Downloads: (external link)
https://publications.banque-france.fr/sites/defaul ... s_33_2014-spring.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bfr:quarte:2014:33:03

Access Statistics for this article

More articles in Quarterly selection of articles - Bulletin de la Banque de France from Banque de France Banque de France 31 Rue Croix des Petits Champs LABOLOG - 49-1404 75049 PARIS. Contact information at EDIRC.
Bibliographic data for series maintained by Michael brassart ().