Algorithmic and high-frequency trading in UK equities
This thesis investigates the impact of technological and regulatory changes on UK equity market microstructure, and the implications of these changes for policy makers, regulators and market participants. In the first analysis, we model the execution performance of two popular volume participation a...
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University of Reading
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.590124 |