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High Frequency Trading

Costs and Benefits in Securities Trading and its Necessity of Regulations

Business & Information Systems Engineering volume 4, pages 93–108 (2012)Cite this article

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Author information

Authors and Affiliations

  1. School of Humanities and Social Sciences, Jacobs University Bremen, 28759, Bremen, Germany

    Christoph Lattemann

  2. IWi at DFKI, Saarland University, 66123, Saarbrücken, Germany

    Peter Loos

  3. Tempelhove Research, 10117, Berlin, Germany

    Johannes Gomolka

Authors
  1. Christoph Lattemann
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  2. Peter Loos
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  3. Johannes Gomolka
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  4. Hans-Peter Burghof
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  5. Arne Breuer
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  6. Peter Gomber
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  7. Michael Krogmann
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  8. Joachim Nagel
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  9. Rainer Riess
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  10. Ryan Riordan
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  11. Rafael Zajonz
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Corresponding author

Correspondence to Peter Loos.

Additional information

This article is also available in German in print and via http://www.wirtschaftsinformatik.de: Lattemann C, Loos P, Gomolka J, Burghof H-P, 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. doi: 10.1007/s11576-012-0311-9.

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Lattemann, C., Loos, P., Gomolka, J. et al. High Frequency Trading. Bus Inf Syst Eng 4, 93–108 (2012). https://doi.org/10.1007/s12599-012-0205-9

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Keywords

  • Market Participant
  • Trading Strategy
  • Order Book
  • Price Error
  • Market Quality