Transparency In Algorithmic Trading

Transparency in Algorithmic Trading is a regulatory principle requiring the clear, consistent, and timely disclosure of algorithmic trading strategies, system behaviors, and market impacts to regulatory authorities and, where appropriate, market participants, in order to enable oversight, ensure market integrity, and mitigate systemic risks.

27

Publications

1K

Citations

61

Authors

52

Institutions

Publications per year

2017–2026

16

Authors

61

  1. AF
    Alex Frino

    The University of Sydney, Australia

    2 publications · 39 citations

    2

    h-index

  2. SN
    Samarpan Nawn

    Indian Institute of Management Udaipur, India

    2 publications · 32 citations

    2

    h-index

  3. AW
    Andrew W. Lo

    Massachusetts Institute of Technology, United States

    2 publications · 84 citations

    2

    h-index

  4. JM
    Jena Martin

    West Virginia University, United States

    1 publications · 13 citations

    1

    h-index

  5. JZ
    Jun Zhang

    Sun Yat-sen University, China

    1 publications · 22 citations

    1

    h-index

1–5 of 61

Venues

  1. Pacific-Basin Finance Journal

    2 publications · 39 citations

    2

    h-index

  2. SSRN Electronic Journal

    Repository · 2 publications · 62 citations

    2

    h-index

  3. Technological Forecasting and Social Change

    1 publications · 147 citations

    1

    h-index

  4. Economy and Society

    1 publications · 53 citations

    1

    h-index

  5. 1

    h-index

1–5