Rent seeking by low-latency traders : evidence from trading on macroeconomic announcements
Year of publication: |
2018
|
---|---|
Authors: | Chordia, Tarun ; Green, Tracy Clifton ; Kottimukkalur, Badrinath |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 31.2018, 12, p. 4650-4687
|
Subject: | Wertpapierhandel | Securities trading | Rent-Seeking | Rent seeking | Wirtschaftsprognose | Economic forecast | Ankündigungseffekt | Announcement effect | Informationsverbreitung | Information dissemination | Indexderivat | Index derivative | USA | United States | 2008-2014 |
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