High frequency trading – assessing the impact on market efficiency and integrity

Michael Aitken; Frederick H. deB Harris; Tom McInish; Angelo Aspris; Sean Foley

High frequency trading – assessing the impact on market efficiency and integrity

Michael Aitken, Frederick H. deB Harris, Tom McInish, Angelo Aspris, Sean Foley

Research output: Book/Report › Commissioned report

Original language	English
Place of Publication	London
Publisher	Foresight
Commissioning body	Government Office for Science
Number of pages	49
Publication status	Published - 1 May 2012
Externally published	Yes

Publication series

Name	Driver Review
Publisher	Foresight
No.	DR28

Bibliographical note

This review has been commissioned as part of the UK Government’s Foresight Project, The Future of Computer Trading in Financial Markets. The views expressed do not represent the policy of any Government or organisation.

Access to Document

https://assets.publishing.service.gov.uk/government/uploads/system/uploads/attachment_data/file/289040/12-1061-dr28-high-frequency-trading-impact-on-market-efficiency.pdfLicence: Unspecified

Cite this

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