HONG KONG INSTITUTE FOR MONETARY RESEARCH HIGH-FREQUENCY TRADING IN THE U.S. TREASURY MARKET AROUND MACROECONOMIC NEWS ANNOUNCEMENTS George J. Jiang, Ingrid Lo and Giorgio Valente

Source URL: www.hkimr.org

• Financial markets
• Finance
• Economy
• Money
• Share trading
• Electronic communication network
• High-frequency trading
• Algorithmic trading
• Market liquidity
• Market microstructure
• Day trading
• Bidask spread

High-Frequency Trading in the U.S. Treasury Market around Macroeconomic News Announcements George J. Jiang Washington State University Ingrid Lo

Source URL: www.hkimr.org

• Financial markets
• Finance
• Money
• Economy
• Share trading
• High-frequency trading
• Market liquidity
• Order

The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response Eric Budish, Peter Cramton and John Shim Forthcoming,

Source URL: faculty.chicagobooth.edu

Rock around the Clock: An Agent-Based Model of Lowand High-Frequency Trading Sandrine Jacob Leal∗ Mauro Napoletano† Andrea Roventini‡

Source URL: www.lem.sssup.it

42nd Annual Precise Time and Time Interval (PTTI) Meeting UTC Time Transfer for High Frequency Trading Using IS-95 CDMA Base Station Transmissions and IEEE-1588 Precision Time Protocol Michael D. Korreng

Source URL: www.endruntechnologies.com

TECHNICAL BRIEF Chelsio® T420 low latency server connectivity brings capacity and efficiency to advanced High Frequency Trading application infrastructure. LOW LATENCY MARKET

Source URL: chelsio.com

X9extra Dear X9 Members: With the New Year comes a number of Standards projects--both new and revisions to existing standards. First, the HFT or high frequency trading

Source URL: x9.org

MiFID II – Trading Venues And High Frequency Trading

Source URL: www.cummingslaw.com

Low-Latency Trading Joel Hasbrouck and Gideon Saar This version: May 2011

Source URL: financialreg.nd.edu

• Economy
• Finance
• Financial markets
• Money
• Stock market
• Algorithmic trading
• High-frequency trading
• Low latency
• Latency
• Order
• NASDAQ
• Day trading

How Rigged Are Stock Markets? Evidence from Microsecond Timestamps Robert P. Bartlett, III University of California, Berkeley

Source URL: eml.berkeley.edu

• Economy
• Financial markets
• Finance
• Money
• High-frequency trading
• Electronic communication network
• Dark liquidity
• Market data
• Securities Exchange Act
• Securities Industry Automation Corporation
• NASDAQ
• Financial Industry Regulatory Authority