Handbook of High Frequency Trading
- Greg N. Gregoriou, School of Business and Economics, State University of New York, Plattsburgh, NY, USA
AudienceUpper-division undergraduates, graduate students, and professionals working in asset pricing, investments, and financial institutions.
- Published: February 2015
- Imprint: ACADEMIC PRESS
- ISBN: 978-0-12-802205-4
"This handbook, expertly edited by Professor Gregoriou, provides a very thorough coverage of what is a new and complex field of study. It will be indispensable for both commercial and scholastic researchers." --Stephen Satchell, University of Sydney "The introduction of high frequency trading is a major change in the way securities are traded. As with all major changes in security markets there are questions of liquidity and execution, informational efficiency, and the possibility of excess volatility and systemic risk. All of these concerns come down to the fundamental question of how fair these markets are. This volume represents the first comprehensive study of these issues from an academic point of view." --Stephen J. Brown, NYU Stern School of Business