Research and analysis

Computer trading: impact on market integrity

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

• From: Government Office for Science
• Published: 23 October 2012

Documents

The impact of high frequency trading on market integrity: an empirical examination (DR24)

Ref: BIS/12/1057

PDF, 281 KB, 22 pages

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Details

This report presents an empirical examination of the relationship between the increase in high frequency trading (HFT) and market manipulation.

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

Published 23 October 2012