Quantifying the High-Frequency Trading "Arms Race"
Year of publication: |
July 2021
|
---|---|
Authors: | Aquilina, Matteo ; Budish, Eric B. ; O'Neill, Peter |
Institutions: | National Bureau of Economic Research (issuing body) |
Publisher: |
2021: Cambridge, Mass : National Bureau of Economic Research |
Subject: | latency arbitrage | FTSE | Elektronisches Handelssystem | Electronic trading | Börse | Bourse | London |
Extent: | 1 Online-Ressource illustrations (black and white) |
---|---|
Series: | NBER working paper series ; no. w29011 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | System requirements: Adobe [Acrobat] Reader required for PDF files Mode of access: World Wide Web Hardcopy version available to institutional subscribers |
Other identifiers: | 10.3386/w29011 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Quantifying the high-frequency trading "arms race"
Aquilina, Matteo, (2022)
-
Quantifying the high-frequency trading "arms race"
Aquilina, Matteo, (2021)
-
The market quality of dealer versus hybrid markets: the case of moderately liquid securities
Lai, Hung-Neng, (2007)
- More ...
-
Quantifying the High-Frequency Trading "Arms Race": A Simple New Methodology and Estimates
Aquilina, Matteo, (2020)
-
Quantifying the high-frequency trading "arms race" : a simple new methodology and estimates
Aquilina, Matteo, (2020)
-
Quantifying the high-frequency trading "arms race"
Aquilina, Matteo, (2022)
- More ...