KOPS - Das Institutionelle Repositorium der Universität Konstanz

Bugs, predations or manipulations? : Incompatible epistemic regimes of high-frequency trading

Bugs, predations or manipulations? : Incompatible epistemic regimes of high-frequency trading

Zitieren

Dateien zu dieser Ressource

Dateien Größe Format Anzeige

Zu diesem Dokument gibt es keine Dateien.

SEYFERT, Robert, 2016. Bugs, predations or manipulations? : Incompatible epistemic regimes of high-frequency trading. In: Economy and Society. 45(2), pp. 251-277. ISSN 0308-5147. eISSN 1469-5766

@article{Seyfert2016Bugs,-35779, title={Bugs, predations or manipulations? : Incompatible epistemic regimes of high-frequency trading}, year={2016}, doi={10.1080/03085147.2016.1213978}, number={2}, volume={45}, issn={0308-5147}, journal={Economy and Society}, pages={251--277}, author={Seyfert, Robert} }

<rdf:RDF xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:dcterms="http://purl.org/dc/terms/" xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > <rdf:Description rdf:about="https://kops.uni-konstanz.de/rdf/resource/123456789/35779"> <dcterms:issued>2016</dcterms:issued> <dcterms:title>Bugs, predations or manipulations? : Incompatible epistemic regimes of high-frequency trading</dcterms:title> <dc:language>eng</dc:language> <dcterms:abstract xml:lang="eng">Calls for greater transparency as well as corporate and individual accountability have emerged in response to the recent turbulence in financial markets. In the field of high-frequency trading (HFT), suggested solutions have involved a call for increased market information, for example, or better access to the inner workings of algorithmic trading systems. Through a combination of fieldwork conducted in HFT firms and discourse analysis, I show that the problem may not always stem from a lack of information. Instead, my comparative analysis of different market actors (regulators, market analysts and traders) shows that the diverse and complex ways in which they access and construct knowledge out of information in fact lead to what I call different epistemic regimes. An understanding of how epistemic regimes work will enable us to explain not only why the same market event can be viewed as very different things – as market manipulation, predation or error – but also why it is so difficult to arrive at a unified theory or view of HFT. The comparative perspective introduced by the idea of epistemic regimes might also serve as a starting point for the development of a cultural approach to the study of financial markets.</dcterms:abstract> <bibo:uri rdf:resource="https://kops.uni-konstanz.de/handle/123456789/35779"/> <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2016-10-28T12:28:23Z</dcterms:available> <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2016-10-28T12:28:23Z</dc:date> <dc:creator>Seyfert, Robert</dc:creator> <dc:contributor>Seyfert, Robert</dc:contributor> </rdf:Description> </rdf:RDF>

Das Dokument erscheint in:

KOPS Suche


Stöbern

Mein Benutzerkonto