financial markets

market efficiency

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

From the Cato Institute: 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 …

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Incorporating the Rentier Sectors into a Financial Model

Incorporating the Rentier Sectors into a Financial Model (via Market Shadows) Incorporating the Rentier Sectors into a Financial Model Courtesy of Michael Hudson By Dirk Bezemer and Michael Hudson As published in the World Economic Association’s World Economic Review Vol #1. ABSTRACT Current macroeconomics ignores the roles that rent, debt and the financial sector play in…

Financial Markets, Politics, and the New Reality

Financial Markets, Politics, and the New Reality (via Market Shadows) Financial Markets, Politics, and the New Reality Courtesy of John Mauldin at Thoughts from the Frontline If you’ve been following my newsletter, you’re familiar by now with my friend George Friedman and the geopolitical analysis company he founded, Stratfor. And if you’ve read any of …

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Are Financial Markets Organizations or Chaos?

Organizational Behavior and Financial Markets By Holly A. Bell In March I published an article in the journal Insights to a Changing World titled, “Efficient Financial Markets as Organizations: A Metaphoric Analysis”. The purpose of the article was to explore efficient financial markets from the perspective of organizational behavior. The purpose was not to establish …

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