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Vysokofrekvenční obchodovaní a jeho dopad na stabilitu finančního trhu / High frequency trading and its impact on the financial market stability

The thesis analyses high frequency trading, specifically its main characteristics, which make it different from algorithmic trading. Furthermore, the thesis looks closer into major risks, which are new to market, and their impact on market quality and other investors. The next chapter is dedicated to trading strategies, which are typical for high frequency trading. In conclusion, there is discussed the impact on the market quality caused by high frequency trading, namely in terms of liquidity, volatility and price discovery.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:359578
Date January 2017
CreatorsHaushalterová, Gabriela
ContributorsBrůna, Karel, Pour, Jiří
PublisherVysoká škola ekonomická v Praze
Source SetsCzech ETDs
LanguageCzech
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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