Algorithmic trading and the liquidity of the JSE

This study investigates the relationship between algorithmic trading and a change in market structure. Furthermore, the study aims to determine if there is a relationship between algorithmic trading and the liquidity of the JSE. The level of algorithmic trading is measured through an algorithmic tra...

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Bibliographic Details
Main Author: Zito, Fabio Antonio
Other Authors: Miller, Craig
Language:en
Published: 2014
Subjects:
Online Access:http://hdl.handle.net/2263/41975
Zito, FA 2013, Algorithmic trading and the liquidity of the JSE, MBA Mini Dissertation, University of Pretoria, Pretoria, viewed yymmdd <http://hdl.handle.net/2263/41975>