1. Algorithmic Trading: Issues and Preliminary Evidence

  1. Frédéric Abergel,
  2. Jean-Philippe Bouchaud,
  3. Thierry Foucault,
  4. Charles-Albert Lehalle and
  5. Mathieu Rosenbaum
  1. Thierry Foucault

Published Online: 15 APR 2013

DOI: 10.1002/9781118673553.ch1

Market Microstructure: Confronting Many Viewpoints

Market Microstructure: Confronting Many Viewpoints

How to Cite

Foucault, T. (2012) Algorithmic Trading: Issues and Preliminary Evidence, in Market Microstructure: Confronting Many Viewpoints (eds F. Abergel, J.-P. Bouchaud, T. Foucault, C.-A. Lehalle and M. Rosenbaum), John Wiley & Sons Ltd, Oxford, UK. doi: 10.1002/9781118673553.ch1

Publication History

  1. Published Online: 15 APR 2013
  2. Published Print: 7 MAY 2012

ISBN Information

Print ISBN: 9781119952411

Online ISBN: 9781118673553

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Keywords:

  • algorithmic trading;
  • market structure;
  • adverse selection costs;
  • welfare effects;
  • market liquidity

Summary

This chapter contains sections titled:

  • Introduction

  • What is Algorithmic Trading?

  • Market Structure and Algorithmic Trading

  • Costs and Benefits of Algorithmic Trading

  • Empirical Evidence

  • Conclusions