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Fairness in Financial Markets: The Case of High Frequency Trading

Citations

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Cited by:

  1. James J. Angel & Douglas M. McCabe, 2018. "Insider Trading 2.0? The Ethics of Information Sales," Journal of Business Ethics, Springer, vol. 147(4), pages 747-760, February.
  2. Vasilios Mavroudis, 2019. "Market Manipulation as a Security Problem," Papers 1903.12458, arXiv.org.
  3. Iryna Veryzhenko & Arthur Jonath & Etienne Harb, 2022. "Non-Value-Added Tax to improve market fairness and quality," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-30, December.
  4. Michael Aitken & Frederick Harris & Shan Ji, 2015. "A Worldwide Examination of Exchange Market Quality: Greater Integrity Increases Market Efficiency," Journal of Business Ethics, Springer, vol. 132(1), pages 147-170, November.
  5. Gil Hersch, 2023. "Procedural Fairness in Exchange Matching Systems," Journal of Business Ethics, Springer, vol. 188(2), pages 367-377, November.
  6. Brooks, Chris & Fenton, Evelyn & Schopohl, Lisa & Walker, James, 2019. "Why does research in finance have so little impact?," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 58(C), pages 24-52.
  7. Zhang, Wei & Huang, Ke & Feng, Xu & Zhang, Yongjie, 2017. "Market maker competition and price efficiency: Evidence from China," Economic Modelling, Elsevier, vol. 66(C), pages 121-131.
  8. Kaihua Qin & Liyi Zhou & Yaroslav Afonin & Ludovico Lazzaretti & Arthur Gervais, 2021. "CeFi vs. DeFi -- Comparing Centralized to Decentralized Finance," Papers 2106.08157, arXiv.org, revised Jun 2021.
  9. Brice Corgnet & Mark DeSantis & Christoph Siemroth, 2023. "Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach," Working Papers 2313, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  10. Xihan Xiong & Zhipeng Wang & Tianxiang Cui & William Knottenbelt & Michael Huth, 2023. "Market Misconduct in Decentralized Finance (DeFi): Analysis, Regulatory Challenges and Policy Implications," Papers 2311.17715, arXiv.org, revised Nov 2024.
  11. Ramit Sawhney & Shivam Agarwal & Vivek Mittal & Paolo Rosso & Vikram Nanda & Sudheer Chava, 2022. "Cryptocurrency Bubble Detection: A New Stock Market Dataset, Financial Task & Hyperbolic Models," Papers 2206.06320, arXiv.org.
  12. Vasilios Mavroudis & Hayden Melton, 2019. "Libra: Fair Order-Matching for Electronic Financial Exchanges," Papers 1910.00321, arXiv.org.
  13. Kasim Khorasanee, 2024. "Spoof, Bluff, Go For It: A Defence of Spoofing," Journal of Business Ethics, Springer, vol. 189(1), pages 201-215, January.
  14. Carl David Mildenberger, 2023. "What (If Anything) is Wrong with High-Frequency Trading?," Journal of Business Ethics, Springer, vol. 186(2), pages 369-383, August.
  15. Andrea Roncella & Ignacio Ferrero, 2022. "The Ethics of Financial Market Making and Its Implications for High-Frequency Trading," Journal of Business Ethics, Springer, vol. 181(1), pages 139-151, November.
  16. Ravi Kashyap, 2019. "Imitation in the Imitation Game," Papers 1911.06893, arXiv.org.
  17. Haeringer, Guillaume & Melton, Hayden, 2020. "High Frequency Fairness," MPRA Paper 103907, University Library of Munich, Germany.
  18. Boussetta, Selma, 2022. "Stock exchange governance and stock liquidity: International evidence," Journal of Multinational Financial Management, Elsevier, vol. 66(C).
  19. Nie, Tengfei & Du, Shaofu, 2017. "Dual-fairness supply chain with quantity discount contracts," European Journal of Operational Research, Elsevier, vol. 258(2), pages 491-500.
  20. Khairul Zharif Zaharudin & Martin R. Young & Wei‐Huei Hsu, 2022. "High‐frequency trading: Definition, implications, and controversies," Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 75-107, February.
  21. Jocelyn D. Evans & Elise Perrault & Timothy A. Jones, 2017. "Managers’ Moral Obligation of Fairness to (All) Shareholders: Does Information Asymmetry Benefit Privileged Investors at Other Shareholders’ Expense?," Journal of Business Ethics, Springer, vol. 140(1), pages 81-96, January.
  22. Viktoria Dalko & Michael H. Wang, 2020. "High-frequency trading: Order-based innovation or manipulation?," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(4), pages 289-298, December.
  23. David Byrd & Tucker Hybinette Balch, 2019. "Intra-day Equity Price Prediction using Deep Learning as a Measure of Market Efficiency," Papers 1908.08168, arXiv.org.
  24. Serbera, Jean-Philippe & Paumard, Pascal, 2016. "The fall of high-frequency trading: A survey of competition and profits," Research in International Business and Finance, Elsevier, vol. 36(C), pages 271-287.
  25. Micah Goldblum & Avi Schwarzschild & Ankit B. Patel & Tom Goldstein, 2020. "Adversarial Attacks on Machine Learning Systems for High-Frequency Trading," Papers 2002.09565, arXiv.org, revised Oct 2021.
  26. Kun Li, 2018. "Do high-frequency fleeting orders exacerbate market illiquidity?," Electronic Commerce Research, Springer, vol. 18(2), pages 241-255, June.
  27. Vasilios Mavroudis, 2019. "Bounded Temporal Fairness for FIFO Financial Markets," Papers 1911.09209, arXiv.org.
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