market efficiency

High Frequency Trading: Do Regulators Need to Control this Tool of Informationally Efficient Markets?

<p><a href="http://www.professorhollybell.com/wp-content/uploads/2013/07/ID-10049803.jpg"><img class="alignleft size-medium wp-image-2570" alt="market efficiency" src="http://www.professorhollybell.com/wp-content/uploads/2013/07/ID-10049803-300x199.jpg" width="300" height="199" /></a>From the Cato Institute:</p> <p>High Frequency Trading (HFT) is a form of algorithmic trading where firms use high-speed market data and analytics to look for short term supply and demand trading opportunities that often are the product of predictable behavioral or mechanical characteristics of financial markets. Some opponents have argued that these practices create risk and require aggressive regulation.  In a new paper, professor of business Holly A. Bell argues that HFT is already being effectively regulated by the market and its participants.</p> <h3><a href="http://www.cato.org/publications/policy-analysis/high-frequency-trading-do-regulators-need-control-tool-informationally">Click here to read the Holly A. Bell paper</a></h3> <h3><a href="http://www.professorhollybell.com">Return to home page</a></h3>

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