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Orientador(es)
Resumo(s)
This study delves into the existing literature on high-frequency trading and evaluates its impact
on market quality, considering theoretical models and empirical evidence. Navigating diverse
perspectives and regulatory intricacies, the research seeks to clarify high-frequency traders'
influence on market dynamics, emphasizing both benefits and drawbacks. The findings
contribute to a nuanced understanding of the high-frequency trader’s role in equity markets,
acknowledging its varied effects on liquidity, efficiency, and competition. Additionally, the
study highlights potential policies and regulations to enhance the overall market.
Descrição
Palavras-chave
High-frequency trading Algorithmic trading Financial markets Investment strategies Market quality Market impact
