Research and analysis

Computer trading: impact on market efficiency and integrity

Report looking at the impact of high frequency trading on market efficiency and integrity.

Documents

High frequency trading: assessing the impact on market efficiency and integrity (DR28)

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Details

This report assesses the impact of high frequency trading (HFT) on market effeciency, in particular market integrity. It studies how HFT has effected the London Stock Exchange and New York Stock Exchange-Euronext Markets in Paris from 2003 to 2011.

This review was commissioned as part of the Foresight project on the future of computer trading.

Published 23 October 2012