High Frequency Trading

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• Gomber P, Arndt B, Lutat M, Uhle T (2011) High frequency trading. Working paper, Universität Frankfurt

• Kirilenko A, Kyle A, Samadi M, Tuzun T (2011) The flash crash: the impact of high frequency trading on an electronic market. Working paper. http://ssrn.com/abstract=1686004 or doi:10.2139/ssrn.1686004. Abruf am 2012-01-30

Zu Abschnitt 3

• Brogaard JA (2010) High frequency trading and volatility. Working paper, Northwestern University, Chicago

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• Gomber P, Arndt B, Lutat M, Uhle T (2011) High frequency trading. Working paper, Universität Frankfurt

• Brogaard JA (2010) High frequency trading and volatility. Working paper, Northwestern University, Chicago

• NANEX (2010) Analysis of the “flash crash”. http://www.nanex.net/20100506/FlashCrashAnalysis_CompleteText.html. Abruf am 2012-01-30

• Europäische Kommission (2010) European commission directorate general internal market and services. Public consultation: review of the markets in financial instruments directive (MiFID). http://ec.europa.eu/internal_market/consultations/docs/2010/mifid/consultation_paper_en.pdf. Abruf am 2012-01-30

• Kirilenko A, Kyle A, Samadi M, Tuzun T (2011) The flash crash: the impact of high frequency trading on an electronic market. Working paper

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