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Algoritmisk handel - en kartläggning av risk, volatilitet, likviditet och övervakning
Södertörn University, School of Social Sciences, Business Studies.
Södertörn University, School of Social Sciences, Business Studies.
2018 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

As technological changes have revolutionized the way financials assets are traded today, algorithmic trading has grown to become a major part of the world's stock markets. This study aims to explore algorithmic trading through the eyes of different market operators. The market operators have, partly based on the stakeholder theory, been categorized into six categories, namely private investors, day traders, banks, the stock market, algorithmic developers and regulators. In this study we used a qualitative research design and 11 semistructured interviews have been conducted with the market operators about the main categories risks, volatility, liquidity and monitoring. The results contributed a broader view of algorithmic trading. Respondents saw a lot of risks with the business, but the majority did not express any serious concerns about this. Volatility and liquidity were considered to be affected in both directions, depending on context. Regarding monitoring of algorithmic trading, respondents considered it necessary, but the answers differ if the current monitoringis sufficient or not. The empirical results are partly in line with previous research.

Place, publisher, year, edition, pages
2018. , p. 49
Keywords [en]
Algorithmic Trading, High Frequency Trading, Volatility, Liquidity, MiFID II
National Category
Business Administration
Identifiers
URN: urn:nbn:se:sh:diva-35459OAI: oai:DiVA.org:sh-35459DiVA, id: diva2:1214087
Subject / course
Business Studies
Uppsok
Social and Behavioural Science, Law
Supervisors
Available from: 2018-06-07 Created: 2018-06-05 Last updated: 2018-06-07Bibliographically approved

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fulltext(747 kB)191 downloads
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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • harvard-anglia-ruskin-university
  • apa-old-doi-prefix.csl
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf