Andrei Kirilenko, 03 March 2017

Most high-frequency traders are not regulated, despite their huge trading volumes. In this video, Andrei Kirilenko underlines the importance of latency transparency. This video was recorded at the Brevan Howard Centre for Financial Analysis in December 2016.

Bastian Von Beschwitz, Donald Keim, Massimo Massa, 02 July 2015

High-frequency news analytics can increase market efficiency by allowing traders to react faster to new information. One concern about such services is that they might provide a competitive advantage to their users with potential distortionary price effects. This column looks at how high frequency news analytics affect the stock market, net of the informational content that they provide. News analytics improve price efficiency, but at the cost of reducing liquidity and with potentially distortionary price effects.


CEPR Policy Research