Project Working Papers
Open-access publications and downloadable working papers:
Market Devices and Structural Dependency: The Origins and Development of 'Dark Pools' Donald MacKenzie, May 2019.
How Fragile Is Competition in High-Frequency Trading? Donald MacKenzie, March 2019, published on the Tabb Forum.
How Algorithms Interact: Goffman's 'Interaction Order in Automated Trading, Donald MacKenzie, June 2018
Material Signals: A Historical Sociology of High-Frequency Trading, Donald MacKenzie, May 2018, published in the American Journal of Sociology
A Material Political Economy: Automated Trading Desk and Price Prediction in High-Frequency Trading, Donald MacKenzie, November 2016