High-frequency trading and dark pools: Sharks never sleep

Publication Type:
Journal Article
Citation:
Law and Financial Markets Review, 2014, 8 (4), pp. 342 - 351
Issue Date:
2014-01-01
Metrics:
Full metadata record
Files in This Item:
Filename Description Size
ThumbnailDraft 5 High Frequency Trading and Dark Pools.pdfAccepted Manuscript Version446.59 kB
Adobe PDF
© 2014, Taylor and Francis Ltd. All rights reserved. The implications of massive high-frequency trading are becoming increasingly clear in equity markets and other financial markets. In recent years high-frequency trading has not only increased vastly in US equity trading, but in the last ten years has extended widely to other major international exchanges. High-frequency trading from its origins attracted the interest of regulators concerned about the impact on market integrity and stability. However, it was the publication of Michael Lewis’s best-selling book Flash Boys that alerted the world to the imminent dangers of this form of trading. Regulators are now confronted with the dilemmas of attempting to regulate an industry operating at the speed of light.
Please use this identifier to cite or link to this item: