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High Frequency Trading - A study of the issue identified by actors on the Swedish financial market

dc.contributor.authorBengtsson, Annika
dc.contributor.authorStrandberg, Simon
dc.date.accessioned2012-06-29T08:16:14Z
dc.date.available2012-06-29T08:16:14Z
dc.date.issued2012-06-29
dc.identifier.urihttp://hdl.handle.net/2077/29493
dc.language.isoengsv
dc.relation.ispartofseriesIndustriell och finansiell ekonomisv
dc.relation.ispartofseries11/12:3sv
dc.subjectHigh frequency trading, Algorithmic trading, Market efficiency, Volatility, Liquidity, Bid-ask Spread, Nasdaq OMX, MIFIDsv
dc.titleHigh Frequency Trading - A study of the issue identified by actors on the Swedish financial marketsv
dc.typeText
dc.setspec.uppsokSocialBehaviourLaw
dc.type.uppsokM2
dc.contributor.departmentUniversity of Gothenburg/Department of Business Administrationeng
dc.contributor.departmentGöteborgs universitet/Företagsekonomiska institutionenswe
dc.type.degreeStudent essay


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