«High-frequency trading»: Notes for a discussion

Simone Alvaro and Marco Ventoruzzo

Banca Impresa Società, 2016, issue 3, 417-444

Abstract: The Article examines High-Frequency Trading («HFT») discussing the technological, economic and legal reasons that have contributed to its development. After examining its relevance and the different strategies it adopts, the work offers an overview of the major studies on the impact of HFT on financial markets, a few selected and controversial cases, and some of the most relevant regulatory responses that it has triggered in different jurisdictions. We conclude that HFT is neither an evil nor a blessing, and offer a few suggestions (or, better, questions) for policy makers.

Keywords: High-Frequency Trading; Algorithmic Trading; Latency; Internal Dealing. (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:mul:jqmthn:doi:10.1435/85967:y:2016:i:3:p:417-444

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