Roundtable: March 27, 2015 Reading Materials
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Charles Jones, What Do We Know about High-Frequency Trading, Columbia Business School Research Paper No. 13-11, SSRN, March 2013
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Terrence Hendershott, Charles Jones & Albert J. Menkveld, Does Algorithmic Trading Improve Liquidity?, Journal of Finance, Vol. LXVI, No. 1, February 2011
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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
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Charles Jones, SEC Comment Letter, January 26, 2005
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Matthew Levine, How Much Trading Should There Be?, Bloomberg View, April 15, 2014
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Matthew Levine, High-Frequency Trading May Be Too Efficient, Bloomberg View, April 2, 2014
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Matthew Levine, SEC Will Keep Thinking about High Frequency Trading, Bloomberg View, June 5, 2014
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Matthew Levine, Prosecutors Catch a Spooking Panther, Bloomberg View, October 2, 2014
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Matthew Levine, Goldman Sachs Got Lost in Its Own Dark Pool, Bloomberg View, October 2, 2014
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Matthew Levine, Insider Trading Law Can’t Handle Nest and Nestor, Bloomberg View, July 1, 2014
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Matthew Levine, Predatory Traders Front-Ran Bill Ackman’s Botox Buy, Bloomberg View, April 23, 2014
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Matthew Levine, Senators Really Think Insider Trading Should Be Illegal, Bloomberg View, March 11, 2015