Bibliographie

 

1. Jean-Pierre Zigrand, Dave Cliff, Terrence Hendershott, Le futur de la transaction informatisée sur les marchés financiers, Document de travail, Article 1 : Stabilité financière et transaction informatisée, 2011, Foresight Group

 

2. Terrence Hendershott, High frequency trading and price efficiency, 3 Août 2011, Foresight Group, Driver Review 12

 

3. Fabrice Anselmi, Le trading haute fréquence sous le feu des critiques, 6 octobre 2011, http://www.agefi.fr/

 

4. Hal Weitzman,  Brodsky slams ‘absurd’ HFT curbs, 3 Octobre 2011, Financial Times

 

5. D. Sornette and S. von der Becke, Crashes and High Frequency Trading, An evaluation of risks posed by high-speed algorithmic trading, August 2011,  The Future of Computer Trading in Financial Markets – Foresight Driver Review – DR 7

 

6. Hayne E. Leland, Leverage, Forced Asset Sales, and Market Stability: Lessons from Past Market Crises and the Flash Crash, August 9, 2011, Foresight Project Driver, The Future of Computer Trading in Financial Markets

 

7. Hendershott, Terrence, Jones, Charles M. and Menkveld, Albert J., Does Algorithmic Trading Improve Liquidity?, August 30, 2010, Journal of Finance, Vol. 66, pp. 1-33; WFA 2008 Paper

 

8. Mathieu Rosemain, L’essor controversé du trading haute fréquence, 14 avril 2010, Les Echos, N°20656

 

9. Paddy Hirsch, WhiteBoard, http://www.marketplace.org – AMERICAN PUBLIC MEDIA.

 

10. Arnaud Oseredczuck, chef du service de surveillance des marchésAMF : autorité des marchés financiers,Le Trading Haute Fréquence vu de l’AMF, www.amf-france.org

 

11. Trésor Direction générale, Analyse du Flash Crash du 6 mai 2010, 18 novembre 2010, http://fr.ambafrance-us.org

 

12. Daniel Beunza (London School of Economics), Donald MacKenzie (U. of Edinburgh), Yuval Millo (LSE) and Juan Pablo Pardo-Guerra (LSE), Foresight Group DR11, Impersonal Efficiency and the dangers of a fully automated securities exchange, 7 juin 2011

 

13. David Beddington, Tobin tax would undo advantages of HFT industry, Financial Times, 4 octobre 2011

 

14. Michael Chlistalla, High Frequency trading, Better than its reputation? , Deutsche Bank Research, 7 février 2011

 

15. Albert J.Menkveld, Market evolution, Liquileaks and the Economic benefits of speed, www.hftreview.com, 17 janvier 2012

 

16. Sal Arnuk, What is wrong with High Frequency trading, www.hftreview.com, lundi 14 juin 2010

 

17.  Bruno Biais & Paul Woolley, High Frequency Trading, mars 2011

 

18. Jeremy Grant, High-frequency trading: Up against a bandsaw, Financial Times, 2 septembre 2010

 

#. Reportage vidéo , Inside Look At Wall Street High-Frequency Trading, CBS – 60 minutes , 5 juin 2011