The volume clock: Insights into the high-frequency paradigm

Publisher:
Institutional Investor Inc
Publication Type:
Journal Article
Citation:
Journal of Portfolio Management, 2012, 39 (1), pp. 19 - 29
Issue Date:
2012-09-01
Full metadata record
Files in This Item:
Filename Description Size
ContentServer (31).pdfPublished Version8.14 MB
Adobe PDF
The article focuses on high-frequency trading (HFT). It discusses the emergence of HFT, citing legislative changes through the Regulation National Market System of 2005 (Reg NMS) in the U.S. and the Markets in Financial Instruments Directive (MiFID) in Europe in 2007. It compares HFT with low frequency trading (LFT) and argues that there are other benefits to HFT other than speed.
Please use this identifier to cite or link to this item: