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The Economics of Algorithmic Trading

Riordan, Ryan

Abstract:
Financial markets have undergone a dramatic technological transformation. Electronic and centralized limit order books dominate the organized securities exchange landscape. Banks and fund companies have invested in trading technology to improve their trade generation and monitoring processes. The automation of these processes is typically called Algorithmic Trading. This work presents one of the first studies of algorithmic trading and its impact on information and liquidity in equity markets.

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Volltext §
DOI: 10.5445/IR/1000014028
Coverbild
Zugehörige Institution(en) am KIT Institut für Informationswirtschaft und -management (IISM)
Publikationstyp Hochschulschrift
Jahr 2009
Sprache Englisch
Identifikator urn:nbn:de:swb:90-140289
KITopen-ID: 1000014028
Verlag Universität Karlsruhe, Karlsruhe
Abschlussart Dissertation
Fakultät Fakultät für Wirtschaftswissenschaften (WIWI)
Institut Institut für Informationswirtschaft und -management (IISM)
Prüfungsdatum 04.08.2009
Referent/Betreuer Prof. C. Weinhardt
Schlagworte Algorithmic Trading, Information, Liquidity, Markets
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