The 26 references in paper Кравчук (2018) “Сучасні тенденції електронної торгівлі обіговими фінансовими інструментами // Modern trends of electronic trading by negotiable financial instruments” / spz:ztu:ven:127602

1
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2
Ait-Sahalia, Y. and Saglam, M . (2013), «High frequency traders: taking advantage of sp eed», NBER Working Papers, No. 19531.
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3
BIS (2016), Electronic trading in fixed income markets.
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4
Boehmer, E., Fong, K. and Wu, J. (2014), «International Evidence on Algorithmic Trading», Lee Chian School of Business, Singapore Management University, Working Paper.
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5
Brogaard, J. and Garriott, C. (2015), «High-frequency trading comp etition», University of Washington, Foster School of Business, Working paper.
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6
Clarke, T. (2014), «High-frequency trading and dark p ools: sharks never sleep», Law and Financial Markets Review, Vol. 8, No. 4, p p . 342–351.
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7
Cliff, D., Brown, D. and Treleaven, P. (2011), «Technology Trends in the Financial M arkets: A 2020 Vision», Foreshight Driver Review, DR3.
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8
Cole, B., Daigle, J., Van Ness, B. and Van Ness, R. (2015), «Do High Frequency Traders Care about Earnings Announcements? An Analy sis of Trading Activity before, during, and after Regular Trading Hours», in Gregoriou, G. (ed.), The Handbook of High Frequency Trading. San Diego: Academic Press. Elsevier Inc., p p . 255–270.
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9
Europ ean Parliament and of the Council (2014), Directive 2014/65/EU on markets in financial instruments and amending Directive 2002/92/EC and Directive 2011/61/EU (MiFID II).
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10
Finger, R. (2013), High Frequency Trading: Is It a Dark Force Against Ordinary Human Traders and Investors?, available at: http ://www.forbes.com/sites/richardfinger/2013/09/30/highfrequency-%0Atrading-is-it-a-dark-fo r c eagainst-ordinary-human-traders-and-investors/
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11
Gao, C. and M izrach, B. (2013), «High frequency trading in the equity markets during US Treasury POM O», Rutgers University, Department of Economics, Departmental Working Papers, No. 201320.
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12
Gresse, C. (2017), Effects of Lit and Dark Market Fragmentation on Liquidity, available at: http s://ssrn.com/abstract=1918473.
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13
Hagströmer, B. and Norden, L. (2013), «The diversity of high-frequency traders», Journal of Financial Markets, Vol. 16, p p . 741–770.
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14
Hendershott, T., Jones, C. and M enkveld, A. (2011) «Does Algorithmic Trading Imp rove Liquidity ?», Journal of Finance, Vol. 68, No. 1, p p . 1–33.
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15
ICM A (2017), ETP mapping, available at: http ://www.icmagroup .org/Regulatory-Policy-and-M arketPractice/Secondary-M arkets/electronic-trading/etp-map p ing/
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16
Jain, P.K., Jain, P. and M cInish, T. (2016), «Does high-frequency trading increase sy stemic risk?», Journal of Financial Markets, Vol. 31, p p . 1–24.
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17
Kissell, R. (2014), The Science of Algorithmic Trading and Portfolio Management, Academic Press, Elsevier Inc, Oxford.
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18
Kunz, K. and M artin, J. (2015), «Into the Breech: The Increasing Gap between Algorithmic Trading and Securities Regulation», Journal of Financial Services Research, Vol. 47, p p . 135–152.
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19
M acIntosh, J. (2015), «Revisioning Revisionism: A Glance at HFT’s Critics», in Gregoriou, G. (ed.), The Handbook of High Frequency Trading, Academic Press, Elsevier Inc., San Diego, p p . 123–153.
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20
M enkveld, A. (2013), «High Frequency Trading and the New-M arket M akers», Journal of Financial Markets, Vol. 16, No. 4, p p . 712–740, available at: http ://p ap ers.ssrn.com/sol3/p ap ers.cfm?abstract_id=1722924
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21
Narang, R. (2009), Inside the Black Box: The Simple Truth About Quantitative Trading, John Wiley & Sons, Inc, New Jersey.
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22
NYSE (2017), NYSE – Order Type Usage (Percentage of Matched Volume), available at: http s://www.ny se.com/p ublicdocs/ny se/markets/ny se/NYSE-Order-Ty p e-Usage.p df
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23
O’Hara, M. (2015), «High frequency market microstructure», Journal of Financial Economics, Vol. 116, p p . 257–270.
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24
Scholtus, M . and Van Dijk, D. (2015), «High-Frequency Activity on NASDAQ», in Gregoriou, G. The Handbook of High Frequency Trading, Academic Press. Elsevier Inc., San Diego, p p . 3–23.
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25
Zhang, F. (2010), High-Frequency Trading, Stock Volatility, and Price Discovery, available at: http s://p ap ers.ssrn.com/sol3/p ap ers.cfm?abstract_id=1691679
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26
Zigrand, J.-P., Cliff, D. and Hendershott, T. (2011), «Financial stability and comp uter based trading», The Future of Computer Trading in Financial Markets. Working paper, p p . 6–23. Кравчук Ігор Святославович – кандидат економічних наук, доцент, докторант кафедри банківського менеджменту та обліку Тернопільського національного економічного університету.
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