A key issue raised by the rapid growth of computerised algorithmic trading is how it responds in extreme situations …. Using data on foreign exchange orders and transactions that includes identification of algorithmic trading, we find that … human traders did the opposite. However, we find no evidence that algorithmic trading propagated these adverse effects on …

This study examines how an increase in tick size affects algorithmic trading (AT), fundamental information acquisition …

The paper analyses the effects of technology-based innovative techniques on Bulgarian capital market -algorithmic … trading, in general, and high frequency trading (HFT), in particular - from macroeconomic costs-benefits perspective …