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Special Issue on Computerized and High‐Frequency Trading: Guest Editor's Note
Author(s) -
Goldstein* Michael A.
Publication year - 2014
Publication title -
financial review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.621
H-Index - 47
eISSN - 1540-6288
pISSN - 0732-8516
DOI - 10.1111/fire.12030
Subject(s) - phone , computer science , library science , citation , operations research , philosophy , mathematics , linguistics
Unlike established topics in finance, such as dividend policy, capital structure, or asset pricing, computerized and high-frequency trading is a new, emerging, and rapidly evolving area for the markets, regulators, and the public. The use of computers to facilitate high-speed and high-frequency trading continues to be a significant topic in the popular press and public policy debate, including very recently.1 While some are experts, many in academia are relatively unfamiliar with the relatively new and ever changing issues and research related to high-speed trading. Therefore, when the editors of The Financial Review (Robert A. and Bonnie F. Van Ness) asked me to be a guest editor for this special issue on computerized and highfrequency trading, I was not sure we should compile a “typical” special issue, which