This is a preview of subscription content, log in via an institution to check access.
Literatur
Aldridge I (2010) High-frequency-trading: a practical guide to algorithmic strategies and trading systems. Wiley, Hoboken
Authority for the Financial Markets (AFM) (2011) High frequency trading: the application of advanced trading technology in the European marketplace. http://www.afm.nl/layouts/afm/default.aspx~/media/files/rapport/2010/hft-report-engels.ashx. Abruf am 2012-04-18
Australian Securities and Investments Commission (ASIC) (2010) Report 215: Australian equity market structure. http://www.asic.gov.au/asic/pdflib.nsf/LookupByFileName/rep-215.pdf/$file/rep-215.pdf. Abruf am 2012-04-18
Baltagi BH, Li D, Li Q (2006) Transaction tax and stock market behavior: evidence from an emerging market. Empirical Economics 31(2):393–408
Brogaard JA (2010) High frequency trading and its impact on market quality. http://www.futuresindustry.org/ptg/downloads/HFT_Trading.pdf. Abruf am 2012-04-18
Cvitanic J, Kirilenko A (2010) High frequency traders and asset prices. http://ssrn.com/abstract=1569067 or doi:10.2139/ssrn.1569067. Abruf am 2012-04-18
Europäische Kommission (2011) MiFID: Richtlinie über Wertpapierdienstleistungen. http://ec.europa.eu/internal_market/securities/isd/mifid_de.htm. Abruf am 2012-04-18
Gomber P, Arndt B, Lutat M, Uhle T (2011) High-frequency trading. http://ssrn.com/abstract=1858626 or doi:10.2139/ssrn.1858626. Abruf am 2012-04-18
Gomber P, Gsell M (2006) Catching up with technology – the impact of regulatory changes on ECNs/MTFs and the trading venue landscape in Europe. Competition and Regulation in Network Industries 7(4):535–557
Hasbrouck J, Saar G (2011) Low-latency trading. http://ssrn.com/abstract=1695460 or doi:10.2139/ssrn.1695460. Abruf am 2012-04-18
Jovanovic B, Menkveld AJ (2011) Middlemen in limit-order markets. In: Proc 46th annual conference of the western finance association, Santa Fe
Kirilenko AA, Kyle AS, Samadi M, Tuzun T (2011) The flash crash: the impact of high frequency trading on an electronic market. http://ssrn.com/abstract=1686004 or doi:10.2139/ssrn.1686004. Abruf am 2012-04-18
Lattemann C, Loos P, Gomolka J, Burghof H, Breuer A, Gomber P, Krogmann M, Nagel J, Riess R, Riordan R, Zajonz R (2012) High Frequency Trading – Kosten und Nutzen im Wertpapierhandel und Notwendigkeit der Marktregulierung. WIRTSCHAFTSINFORMATIK 54(2):91–101
Madhaven A (2000) Market microstructure: a survey. Journal of Financial Markets 3(3):205–258
Prix J, Loistl O, Huetl M (2007) Algorithmic trading patterns in Xetra orders. European Journal of Finance 13(8):717–739
Security Exchange Commision (SEC) (2010) Findings regarding the market events of May 6, 2010. http://www.sec.gov/news/studies/2010/marketevents-report.pdf. Abruf am 2012-04-18
Umlauf SR (1993) Transaction taxes and the behavior of the Swedish stock market. Journal of Financial Economics 33(2):227–240
Wissner-Gross AD, Freer CE (2010) Relativistic statistical arbitrage. Physical Review E 82:(5):056104–1–056104-7
Author information
Authors and Affiliations
Corresponding author
Additional information
Angenommen nach zwei Überarbeitungen durch Prof. Dr. Sinz.
This article is also available in English via http://www.springerlink.com and http://www.bise-journal.org: Gomber P, Haferkorn M (2013) High-Frequency-Trading. High-Frequency-Trading Technologies and Their Implications for Electronic Securities Trading. Bus Inf Syst Eng. doi: 10.1007/s12599-013-0255-7.
Rights and permissions
About this article
Cite this article
Gomber, P., Haferkorn, M. High-Frequency-Trading. Wirtschaftsinf 55, 99–102 (2013). https://doi.org/10.1007/s11576-013-0355-5
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11576-013-0355-5