Document Type

Closed Project

Publication Date

Spring 2017

Instructor

Charles Weber

Course Title

Management of Technological Innovation

Course Number

ETM 549/649

Abstract

This research overviews recent theoretical and empirical studies on high frequency trading (HFT). The presence of algorithmic trading (AT) and its subset high frequency trading (HFT) in today’s computerized and networked markets has made discussions around risks and benefits of HFTs. Use of HFT has increased dramatically during the last decade. This research investigates different aspects of high frequency trading (HFT). In this literature review the various perspectives of previous studies on the field of HFT are reviewed. Then body of literature on HFT impacts on market quality measures is reviewed. Finally, HFT profitability, performance and regulatory issues are summarized.

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Comments

This project is only available to students, staff, and faculty of Portland State University

Persistent Identifier

http://archives.pdx.edu/ds/psu/21451

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