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Sotiropoulos, Dimitris
(2013).
URL: http://www.eshet.net/conference/paper_view.php?id=...
Abstract
Automated high frequency trading (HFT) is a new fashion in contemporary financial markets gradually attracting research interest and publicity. The paper goes beyond stylistic description of related typical shifts in financial practices and addresses a more systemic issue. It argues that HFT does not simply speed up traditional markets but it sets forth a new investment paradigm. The paper approaches this development from the viewpoint of political economy. It finally relies on Marx’s theoretical framework to provide an alternative explanation of the rise of HFT.
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- Item ORO ID
- 39293
- Item Type
- Conference or Workshop Item
- Extra Information
- Registered web users only can download this paper
- Academic Unit or School
-
Faculty of Business and Law (FBL) > Business > Department for Accounting and Finance
Faculty of Business and Law (FBL) > Business
Faculty of Business and Law (FBL) - Research Group
- Innovation, Knowledge & Development research centre (IKD)
- Copyright Holders
- © 2013 Dimitris Sotiropoulos
- Depositing User
- Dimitris Sotiropoulos