Ethics for automated financial markets

R Cooper, M Davis, A Kumiega, B Van Vliet - Handbook on ethics in …, 2020 - Springer
Financial markets are now ecologies of trading algorithms. In this chapter, we propose
market effectiveness as the ethical goal of automated markets and review the professional …

[HTML][HTML] High-frequency trading and systemic risk: A structured review of findings and policies

AS Serrano - Review of Economics, 2020 - degruyter.com
A wider use of technology has contributed to the rapid growth of trading in stock markets in
the last decades, resulting in an increase in the number of participants and a sharp decline …

High-frequency trading and conflict in the financial markets

R Cooper, J Seddon… - Journal of Information …, 2017 - journals.sagepub.com
The last few decades has seen an ever-increasing growth in the way activities are
productized and associated with a financial cost. This phenomenon, termed financialization …

Squaring the speed of light? Regulating market access in algorithmic finance

M Lenglet, J Mol - Economy and Society, 2016 - Taylor & Francis
We examine the sociomaterial regulation of algorithmic trading against the background of
the European Union's directives on Markets in Financial Instruments (MiFID/MiFIR). Tracing …

Capability satisficing in high frequency trading

B Van Vliet - Research in International Business and Finance, 2017 - Elsevier
This paper explains the capability theory of how HFT firms make allocation decisions under
uncertainty, and shows how capability maximization is precisely consistent with utility theory …

A behavioural approach to the lean startup/minimum viable product process: the case of algorithmic financial systems

BENVAN VLIET - International Journal of Innovation Management, 2020 - World Scientific
This paper theorises about the behaviour of firms engaged in complex product systems
innovation and engineering under the lean startup/minimum viable product process. In …

High Frequency Trading: an analysis of the phenomenon and the effect of the human component

M Pasqual - 2020 - dspace.unive.it
This work starts from my passion about stock exchanges and capital markets. I've always be
fascinated by them, since when I was a kid. For this reason, I decide to begin with a brief …

Título: Creación de valor y valor en riesgo de las empresas del IPC: un análisis sectorial

MJM Haro - 2023 - ri-ng.uaq.mx
El objetivo de la investigación es evaluar el impacto de las variables que inciden en el
cálculo de las razones financieras que influyen en el rendimiento del mercado de las …

Evaluación de los rezagos temporales y las distintas estrategias de operación en el mercado cambiario

LMC Lázaro - 2023 - ri-ng.uaq.mx
El objetivo de esta tesis es determinar el impacto de los rezagos en la medición temporal en
las posiciones finales obtenidas en el mercado cambiario, así como evaluar si existen …

[PDF][PDF] Luis Miguel Cruz Lázaro, Felipe A. Pérez Sosa y Jesús

AM Ceballos - 2019 - academia.edu
The aim of this work is to analyze the possible impact of time delays between the order and
the execution of the operations in the FOREX market, made by High Frequency Trading …