Northwestern University

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Filtering by: Creator Andrew P. Stephan Resource type Dissertation Subject Accounting Information and Management

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The Effect of Algorithmic Trading on Voluntary Disclosure

Description:

Algorithmic trading (AT) has grown dramatically in recent years and now makes up over half of all trades and orders in the market. I investigate whether and how AT affects voluntary disclosure by managers. I hypothesize that AT’s differential ability to process information and its speed of trading affects how...

Keyword:

Capital markets, Market microstructure, Voluntary disclosure, and Algorithmic trading

Subject:

Accounting Information and Management

Creator:

Andrew P. Stephan

Owner:

Scholarly Digital Publishing

Date Uploaded:

01/09/2019

Date Modified:

01/09/2019

Date Created:

2017-01-01

Resource Type:

Dissertation