Latency arbitrage when markets become faster
Year of publication: |
2017
|
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Authors: | Hollifield, Burton ; Sandås, Patrik ; Todd, Andrew |
Publisher: |
Stockholm : Sveriges Riksbank |
Subject: | Cross-market Arbitrage | Information Efficiency | High Frequency Trading |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 889762422 [GVK] hdl:10419/189938 [Handle] RePEc:hhs:rbnkwp:0338 [RePEc] |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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Latency arbitrage when markets become faster
Hollifield, Burton, (2017)
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