Algorithmic and high-frequency trading in UK equities

This thesis investigates the impact of technological and regulatory changes on UK equity market microstructure, and the implications of these changes for policy makers, regulators and market participants. In the first analysis, we model the execution performance of two popular volume participation a...

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Bibliographic Details
Main Author: Sagade, Satchit
Published: University of Reading 2013
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.590124

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