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15 research outputs found

Investigating Financial Fraud in High Frequency Trading: Context and Drivers

Author: &amp
A Chaboud
A Katika
A Madrigal
A Mukherjee
A Wissner-Gross
Afroditi Katika
Aite Group
B Rooney
B Theodoulidis
Babis Theodoulidis
C
C Comerton-Forde
C Mcearchern-Gibbs
D Cumming
D Diaz
D Diaz
D J Leinweber
David Diaz
E Chan
E E A Committee
Eu
F Allen
I Aldridge
I Aldrige
J Hasbrouck
J Hasbrouck
J Prix
J Van Der Laan
L Harris
M Chlistalla
M Collazo
M Golfarelli
M Palmer
Nanex
Nanex
Nanex
Nanex
P Gomber
R J Teweles
R K Aggarwal
R K Aggarwal
R Kay
R Leuchtkafer
R Michie
S Polansky
S T Kauman
Sec
Sec
T Dermchak
Z Ferdousi
Publication venue: 'Elsevier BV'
Publication date: 01/01/2011
Field of study

The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response

Author: Albert J Menkveld
Anath Madhavan
B Figure
Ciamac Moallemi
Donald Mackenzie
Duncan Niederauer
E-Micro
E-Mini
E-Mini
E-Mini
E-Mini
E-Mini
E-Mini
E-Mini
E-Mini
E-Mini
E-Mini
E-Mini
E-Mini
E-Mini
E-Mini
E-Mini
E-Mini
E-Mini
E-Mini
E-Mini Dow
Eric B. Budish
Gregory Laughlin
Jerry Adler
John J. Shim
John Mcpartland
Jon A Najarian
Maureen O&apos
Michael Lewis
Nanex
Nanex
Paul Milgrom
Paul Milgrom
Peter Cramton
Scott Patterson
Scott Patterson
Publication venue: 'Elsevier BV'
Publication date: 01/01/2013
Field of study

Financial Markets Monitoring and Surveillance: A Quote Stuffing Case Study

Author: &amp
A Chaboud
A J Menkvelt
A Madrigal
A Mukherjee
Atmonitor
B Ende
B Flyvbjerg
B Jovanovic
Babis Theodoulidis
C Comerton-Forde
D Cumming
D Diaz
D Diaz
D J Leinweber
David Diaz
E Chan
H.-J Chen
I Aldridge
I Aldrige
I Aldrige
J Brogaard
J Cvitanic
J Hasbrouck
J Prix
J Van Der Laan
Joel Hasbrouck
L Harris
M Avellaneda
M Chlistalla
M E Edge
M Kearns
M L Schapiro
Nanex
Nanex
P Gomber
P Gomber
R K Aggarwal
R Kay
R Michie
S Groth
T Hendershott
Y Kim
Publication venue: 'Elsevier BV'
Publication date: 01/01/2012
Field of study

The Flash Crash: A New Deconstruction

Author: A J Menkveld
A Kirilenko
C Clearfield
C Pirrong
Cftc V
D Easley
D Michaels
E M Aldrich
Eric M. Aldrich
G Laughlin
Gregory Laughlin
J Flood
J Hasbrouck
Joseph Grundfest
M B Fox
M J Fleming
Nanex
P Bak
Sec Cftc
Usa V
Publication venue: 'Elsevier BV'
Publication date: 01/01/2016
Field of study

The Flash Crash: Effects on Shareholder Wealth and Market Quality

Author: A Kirilenko
A Madhavan
B Lee
C Lee
C Lee
C Lee
D Easley
E Fama
H Demsetz
H Stoll
J Yu
K Garbade
L Glosten
M Carhart
Manoj Kulchania
Marcus V. Braga-Alves
Nanex
R Bloomfield
S Grossman
S Tinic
T Copeland
T Mcinish
Thomas Jason Boulton
U S
Y Amihud
Publication venue: 'Elsevier BV'
Publication date: 01/01/2011
Field of study

Mini-Flash Crashes, Model Risk, and Optimal Execution

Author: &amp
A A Kirilenko
A A Obizhaeva
A Cartea
A Cartea
A Chalmers
A Golub
A Joulin
A Schied
B Acciaio
B Bouchard
B I Carlin
B Pisani
C A Anderson
D Bertsimas
D Dick
D Easley
D Easley
D Fudenberg
D Possama�?possama�?
E A Coddington
E Bayraktar
E Bayraktar
E Bayraktar
E Bayraktar
E Bayraktar
E Bayraktar
E Ekstr�m
E Elhauge
Erhan Bayraktar
F H Knight
F Passerini
G E P Box
G W Evans
H Mercier
I Esponda
J A Scheinkman
J Azar
J Azar
J Brogaard
J Gatheral
J Huang
J Kallsen
J Keller
K Colaneri
L E Blume
L P Hansen
Llc Nanex
Llc Nanex
Llc Nanex
M Avellaneda
M Bray
M Farrell
M Phillips
M Wyart
N Barberis
N G�rleanu
N I Ismail
N Johnson
N N Taleb
Nyse Arca
P A Forsyth
P A Forsyth
P Bank
R Almgren
R Almgren
R Cont
R F Almgren
R Frey
R Gayduk
R K Narang
R Piziak
R S Liptser
S Chakravarty
S E Gorman
S J Leal
S Mamudi
S Sloman
T J Lyons
T J Sargent
V Barbu
V Filimonov
W B Arthur
W Walter
W Wasow
Y Dolinsky
Y Ilyashenko
� A Cartea
Publication venue: 'Elsevier BV'
Publication date: 01/01/2017
Field of study

Stock Markets Fragmentation, Volatility and Final Investors

Implications of High-Frequency Trading for Security Markets

Author: Aitken M
Aquilina M
Benos E
Biais B
Brogaard J
Brogaard J
Brugler JA
Castura J
Commod. Futures Trading Comm. Secur. Exch. Comm.
Danielsson J
Foresight.
Grossman S
Hendershott T
Hunsader E
Jiang JG
Khandani A
Kyle AS
Lewis M
Linton OB
Mahmoodzadeh S
Malinova K
Markham JW
Menkveld AJ
Nanex.
Oliver Linton
Pagnotta E
Secur. Exch. Comm.
Shkilko A
Soheil Mahmoodzadeh
Storkenmaier A
TABB Group.
Tobek O
Publication venue: 'Annual Reviews'
Publication date
Field of study

Introducing the HFTE Model: A Multi-Species Predator Prey Ecosystem for High Frequency Quantitative Financial Strategies

The Microgeographies of Global Finance: High Frequency Trading and the Construction of Information Inequality

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