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

dc.contributor.author	Bengtsson, Annika
dc.contributor.author	Strandberg, Simon
dc.date.accessioned	2012-06-29T08:16:14Z
dc.date.available	2012-06-29T08:16:14Z
dc.date.issued	2012-06-29
dc.identifier.uri	http://hdl.handle.net/2077/29493
dc.language.iso	eng	sv
dc.relation.ispartofseries	Industriell och finansiell ekonomi	sv
dc.relation.ispartofseries	11/12:3	sv
dc.subject	High frequency trading, Algorithmic trading, Market efficiency, Volatility, Liquidity, Bid-ask Spread, Nasdaq OMX, MIFID	sv
dc.title	High Frequency Trading - A study of the issue identified by actors on the Swedish financial market	sv
dc.type	Text
dc.setspec.uppsok	SocialBehaviourLaw
dc.type.uppsok	M2
dc.contributor.department	University of Gothenburg/Department of Business Administration	eng
dc.contributor.department	Göteborgs universitet/Företagsekonomiska institutionen	swe
dc.type.degree	Student essay