Roundtable: March 27, 2015 Reading Materials

  1. Charles Jones, What Do We Know about High-Frequency Trading, Columbia Business School Research Paper No. 13-11, SSRN, March 2013 

  2. Terrence Hendershott, Charles Jones & Albert J. Menkveld, Does Algorithmic Trading Improve Liquidity?, Journal of Finance, Vol. LXVI, No. 1, February 2011

  3. Michael J. Barclay, Terrence Hendershott & Charles Jones, Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks, Journal of Financial and Quantitative Analysis, Vol. 43, No. 1, March 2008

  4. Charles Jones, SEC Comment Letter, January 26, 2005

  5. Matthew Levine, How Much Trading Should There Be?, Bloomberg View, April 15, 2014

  6. Matthew Levine, High-Frequency Trading May Be Too Efficient, Bloomberg View, April 2, 2014

  7. Matthew Levine, SEC Will Keep Thinking about High Frequency Trading, Bloomberg View, June 5, 2014

  8. Matthew Levine, Prosecutors Catch a Spooking Panther, Bloomberg View, October 2, 2014

  9. Matthew Levine, Goldman Sachs Got Lost in Its Own Dark Pool, Bloomberg View, October 2, 2014

  10. Matthew Levine, Insider Trading Law Can’t Handle Nest and Nestor, Bloomberg View, July 1, 2014

  11. Matthew Levine, Predatory Traders Front-Ran Bill Ackman’s Botox Buy, Bloomberg View, April 23, 2014

  12. Matthew Levine, Senators Really Think Insider Trading Should Be Illegal, Bloomberg View, March 11, 2015