New release: Cultures of High-Frequency Trading. Edited by Ann-Christina Lange, Marc Lenglet and Robert Seyfert
31. October 2016
Special Volume
Economy and Society, 45 (2016)
Reference
As part of ongoing work to lay a foundation for social studies of high-frequency trading (HFT), this paper introduces the culture(s) of HFT as a sociological problem relating to knowledge and practice. HFT is often discussed as a purely technological development, where all that matters is the speed of allocating, processing and transmitting data. Indeed, the speed at which trades are executed and data transmitted is accelerating, and it is fair to say that algorithms are now the primary interacting agents operating in the financial markets. (abstract)
Sociologist Dr. Robert Seyfert is research associate at the Center of Excellence “Cultural Foundations of Social Integration” at University of Konstanz. He conducts research about “Risk, uncertainty and non-/knowledge in the financial market.” Currently, he substitutes Prof. Andreas Reckwitz at Viadrina Frankfurt (Oder).
Sociologist Dr. Ann-Christina Lange is assistant professor at Copenhagen Business School.
Prof. Marc Lenglet is lecturer for management at European Business School Paris.
This special volume is based on the second internationalen workshop “Cultures of High-Frequency Trading and their Regulations” (22 June 2015) at University of Konstanz.